I have downloaded the package and when I go into a terminal window to install it, this happens:  
bash-3.2$ cd Bastille && ./Install-OSX.sh
Placing Bastille-related files in appropriate places...
...
Do not forget to get perl-Tk installed before running Bastille.
mkdir: /usr/share/Bastille: Permission denied
mkdir: /usr/lib/Bastille: Permission denied
mkdir: /usr/share/Bastille: No such file or directory
mkdir: /usr/share/Bastille: No such file or directory
usage: cp [-R [-H | -L | -P]] [-fi | -n] [-pvX] source_file target_file
       cp [-R [-H | -L | -P]] [-fi | -n] [-pvX] source_file ... target_directory
usage: cp [-R [-H | -L | -P]] [-fi | -n] [-pvX] source_file target_file
       cp [-R [-H | -L | -P]] [-fi | -n] [-pvX] source_file ... target_directory
cp: /usr/sbin/bastille: Permission denied
cp: /usr/sbin/RevertBastille: Permission denied
cp: /usr/sbin/BastilleBackEnd: Permission denied
cp: /usr/sbin/InteractiveBastille: Permission denied
cp: /usr/sbin/Bastille: Permission denied
usage: cp [-R [-H | -L | -P]] [-fi | -n] [-pvX] source_file target_file
       cp [-R [-H | -L | -P]] [-fi | -n] [-pvX] source_file ... target_directory
usage: cp [-R [-H | -L | -P]] [-fi | -n] [-pvX] source_file target_file
       cp [-R [-H | -L | -P]] [-fi | -n] [-pvX] source_file ... target_directory
cp: directory /usr/share/Bastille does not exist
cp: directory /usr/share/Bastille does not exist
cp: directory /usr/share/Bastille does not exist
cp: /usr/share/Bastille: Permission denied
cp: directory /usr/share/Bastille does not exist
cp: directory /usr/share/Bastille does not exist
cp: /usr/share/Bastille: Permission denied

If I click on the Install-OSX.sh file and then click Run, this happens:
#!/bin/bash

echo Placing Bastille-related files in appropriate places...
echo ...
echo Do not forget to get perl-Tk installed before running Bastille.
mkdir /usr/share/Bastille /usr/lib/Bastille /usr/share/Bastille/Questions /usr/share/Bastille/OSMap
cp Modules.txt {,in}complete.xbm /usr/share/Bastille/
cp Bastille/*.pm Bastille_{Tk,Curses}.pm /usr/lib/Bastille/
cp InteractiveBastille BastilleBackEnd RevertBastille bin/bastille /usr/sbin/
cp bin/Bastille /usr/sbin/
cp Questions/* /usr/share/Bastille/Questions/
cp OSMap/* /usr/share/Bastille/OSMap
cp Localizable.strings /usr/share/Bastille/
cp StartupParameters.plist /usr/share/Bastille/

# hosts.allow
cp hosts.allow /usr/share/Bastille/

# New Weights file(s).
cp Weights.txt /usr/share/Bastille
# Castle graphic
cp bastille.jpg /usr/share/Bastille/
# Javascript file
cp wz_tooltip.js /usr/share/Bastille/
cp Credits /usr/share/Bastille

Then when I go to /usr/bin/Bastille to run it, there is no Bastille folder or file in /usr/bin.
I have tried starting in the top directory ( mac eqiv of /) but this always happens.
Help!! Thanks, Rick