I think I know what you're talking about!
First of all, unlike in Civ 2, there are not specifically "Mac scenarios" and "PC scenarios;" Civ 3 scenarios are platform-independent. Unfortunately, since there is not a Mac version of Conquests, you can't simply convert a few files with Resedit and Photoshop or a script and then run any scenario ever made for the game in your copy of Civ 2 Gold, now you can only run those that support Vanilla Civ 3. Trouble is, almost all of the good scenarios out there require PTW or C3C, as scenario authors generally don't like writing mods for Vanilla-and who can blame them? The expansion packs offer all sorts of cool toys for modders to play with (not as cool as events files, though) that Vanilla just doesn't have (like the abilities to pre-place cities and units, for example

).
BUT I don't think that's what your problem is. I'll bet that your problem is that Internet Explorer keeps throwing this message box in your face whenever you try to download scenarios:
Assuming that's the case, the solution is simple: select the button that says "Save file as" and simply save the file (renaming it if you must) to the desktop. You'll then be able to either decompress it with Aladdin System's basic Unstuff or whatever it's called, or, if it's already uncompressed, put it in your "Scenarios" or "Maps" folder in your Civ 3 folder and run it from inside Civ 3.
If that isn't your problem, sorry for wasting your time and, um, good luck.