The latest version of the NDK seems to be here: https://developer.blackberry.com/native/downloads/
You can also verify it with the MD5 checksum, since it is a large download.
Finally, you can check the Release Notes, there are some known issues/known limitations when installing on a Mac, including permission problems and environment settings. One solution is to try unsetting the environment variable 'PS1' before running the installer.
Update: Please check that you have enabled the ability to install applications not downloaded from the Mac App Store. From the BlackBerry Native SDK downloads page:
Mac OS X 10.8 (Mountain Lion) has a new security option, under Settings > Security & Privacy > General that determines what kind of application can be installed on your system.
In order to install the NDK, change the option from the default "Mac App Store and identified developers" to "Anywhere".
Mountain Lion (OS X 10.8) is listed as a supported platform in the System Requirements for the BB10 Native/Cascades SDK.
I would actually recommend downloading and installing the new Momentics 10.2 Beta IDE, and then using that to download the SDK packages you need for BB 10.0 and 10.1 Development. Note that the same "Install Apps from Anywhere" setting for OS X 10.8 mentioned above is also required to install. While still beta, it does a much nicer job of allowing you to develop for multiple SDK versions, and has a new cleaner interface. Since you can install whichever SDK versions you choose from the new IDE, you are not required or limited to installing the 10.2 beta SDK and I've been using it for 10.0 and 10.1 development for about a month now.