This is a very messy guide. There's probably a much better way to do this, but here's how I got it working.
This is to fix the problem everyone already knows. The client attempts to connect to a fake IP address.
Using Crossover Games on Snow Leopard. Put the server's IP on the appropriate spot.
On Terminal:
sudo ipfw add divert natd ip from any to any src-port 5121-6900
sudo ipfw add divert natd ip from any to any dst-port 5121-6900
sudo killall -9 natd
sudo natd -interface en1 -target_address 255.255.255.255 -alias_address <SERVERIP HERE> -reverse
EDIT: Private servers using the new 2011 clients (Mount, costume systems, etc) have the bug fixed and do not require any of this to connect.
Credit goes to Nevelis from Mac-Forums