Set up SMB sharing on your Pi, 
http://raspberrywebserver.com/serveradmin/share-your-raspberry-pis-files-and-folders-across-a-network.html

Then, on your Mac, go to finder > go > connect to server (cmd+k) > and enter the address of your pi `192.Ras.Pi` then you can navigate the folder structure, copy/paste files, etc.