It seems your camera does not support Mass Storage Mode. You would just need an extremely cheap USB 2.0 card reader (which I would have got anyway, as I wouldn't like hooking up the camera just to transfer photos to the frame).
For now, you could also check hooking up the frame to the Mac to see if it recognizes it as a mass storage device and it lets you fill the card (not the internal memory, which is probably not much, I guess). You might also have to check the menus of the frame.
Thanks, cube. It looks like you are right, the camera does not support Mass Storage Mode. I do have a card reader, though! I've never used one before so I will break it out and see what the heck happens! I'll let you know in a few minutes what happens. As always, thanks!
Morod