Mac OS X - run shell script from the desktop GUI
Just another quick alternative is the tool platypus (http://sveinbjorn.org/platypus/). Free and good, but you can donate, if you want.
Platypus is a developer tool for the Mac OS X operating system. It creates native Mac OS X applications from interpreted scripts such as shell scripts or Perl, Ruby and Python programs. This is done by wrapping the script in an application bundle along with a native executable binary that runs the script.