Here's a few:
1) All Mac VBA versions are 5.0 - equivalent to XL97's VBA, so
methods introduced in VBA6 (like Replace, Join, Split, etc.) will
not compile. However, there are workarounds for these. Search the
micorosoft.public.mac.office newsgrops, or post back with specific
problems:
http://groups.google.com/advanced_group_search?q=group:*mac.office*
2) ActiveX controls will not work on Macs as they are Windows-only
technologies. Use the Forms controls instead.
3) There are a (very) few platform specific methods and properties
that are unique to their respective platforms. It's unlikely this is
your problem. One example is SendKeys, which doesn't work on Macs
(which is a plus in my book!).
4) There are one or two syntax differences between platforms that
are incompatible. For instance: GetOpenFileName method's FileFilter
argument.
I develop cross-platform all the time, using MacXLv.X - one
technique I use all the time is conditional compilation - you can
read about it in VBA Help.