Well firefly also runs under OS X, at least its supposed to be 😉
If we’re talking wireless network here you need to make your macbook look like an accesspoint. a DHCP-Server wouldn’t hurt either, so that the SoundBridge picks up an IP and stuff.
If you wire it, a DHCP might not hurt either, and you need to make sure that you use a crossover cable (unless you have a fairly new macbook – IIRC those automatically detect crossover from straight network cable…? Someone correct me if I’m wrong)