Yeah unfortunately the first step for any puzzle is to confirm it comes in PUZ (Across Lite) format. The alternative is to manually convert them to Across Lite which of course is no fun for anybody.
:( I'm still very sad that there is no way to do this puzzle. Isnt this a commonly distributed puzzle? surely there most be others wishing they could do this one (why are there no good synonyms for puzzle?)!
The common-ness of the puzzle doesn't have much to do with it. There either needs to be a .PUZ format from the distributor, or else somebody needs to take it on themselves to convert the puzzle to .PUZ format and redistribute it (and take the possible legal risks that go along with doing that).
It can't really be used to do it, no. The official technique for authoring .PUZ files is to use a special text format defined by the Across Lite company (Litsoft), and to use their puzzle tool to open that text format puzzle and then resave it as a .PUZ.
The Across Lite company has a program for Mac but it's really antiquated - it's one of the motivations for Black Ink. To be honest I don't remember how to find it, but try search for "litsoft across lite mac" or something.