Don't hold me to this, but I seem to recall reading a few days ago that the Mac-like dock hasn't been implemented yet in KDE4. I believe I saw it in an article about what's new in 4.1, so you may have to wait until 4.2 or later before it's available.
Edit:
here's where I saw it. It just says, short and sweet, that "The Mac-style menu bar is not available."
