Well, I decided to give it another go, and actually got somewhere this time.
I reinstalled the PMS app, and this time I made sure to allow it to receive everything like you said. My firewall is probably swiss cheese now, because it asked for permission to allow incoming connections on about 8 different things. I clicked on the PMS app again... and nothing.
Then I remembered to look for the "Greater than" sign in the top bar. I pulled it down and selected "Media Manager", and a web page opened, filled in black, with the Plex logo in the center. I also got the "approve Flash" dialog, which I answered yes to, since what the hell, I'm leaving the machine wide open anyway with this Plex stuff, might as well just hand over the keys while I'm at it.
After doing that, nothing is happening. I came back to it a while later and it was still doing a great job at nothing. Just the logo on a black screen.
I reread the Plex install instructions, and it mentioned that I should pick an HT app. Maybe it requires one to be present in order to work? So I downloaded one for the iMac. I ran that, and was pleasantly surprised to see it actually did something. It took over my screen completely, and then it actively ignored my trackpad so I had to use the keyboard for everything. it also told me that I should sign in to Plex.
I skipped that, and then I was presented with the options "search" and "channels", over and over and over. Clicking on any one of the "channels" got me two iTunes icons and an iPhoto icon. The first iTunes icon was my music library, and the second one was my movies. None of my artwork was displayed, even though every movie file out of the sixty in my collection has at least a single one sheet attached.
Overall, the interface was horrible. It was very close to XBMC. I couldn't imagine using Plex HT as a media browser or player.
Despite being pretty, their support docs are actually pretty bad. Practically nothing in there applies to what I'm seeing happen here, from install to configuration to usage. It says that I'll be prompted to sign in or sign up to Plex.tv when I first start the server. That doesn't happen, I just get the black screen.
While I'm on the subject - Plex seems obsessively focused on getting me to sign up for their free account and run everything I do on this local machine through their free stuff. Their web app - even run locally - requires a Plex account. Apparently so does most of their software. Why? Even if their server software worked on this machine, its not going to be hooked up to the net, its going to run locally, with no net access.
Anyway, I said I finally got somewhere. I discovered that I have to have cookies enabled on Safari. That was it. That was the whole problem. I turned on cookies (yet another crack in my security), and suddenly I get a populated web page. Settings, options, and a bunch of prompts to sign up for Plex or upgrade to premium. I was also unfortunately surprised to find my entire photo album had been identified by this thing and grabbed. I didn't ask it to do that. I have hundreds of production still photos in that library that are from well known TV shows. If they get out online because of this thing, I'm in trouble. Yet I'm unable to delete this library. So the software is telling me what it gets to serve?
I'm seriously disappointed with how much time trying to get Plex working has cost me, and it has set this project behind quite a bit. If it gets to decide what media it grabs, I'm done with this thing.