Download a recent version of docbook-xsl or docbook-xsl-ns from http://sourceforge.net/project/showfiles.php?group_id=21935 unpack, and set an environment variable $XSL equal to the path. In mac os x, if docbook-xsl is unpacked in /usr/local/share/xml/xsl/docbook-xsl, then you would set the path with export XSL=/usr/local/share/xml/xsl/docbook-xsl.
Download the current version of docbook (or docbook-4.5.zip, which is known to work) from http://www.oasis-open.org/docbook/, unpack and make a link called "docbook" in the LinkedView directory. This will enable your xml source files to be checked against the DTD, which greatly helps with writing the source when you have a DTD aware editor (such as XML Buddy for Eclipse). This is also required to resolve external entities, such as "é".
You will probably also need the ISO entity sets from http://www.oasis-open.org/docbook/xmlcharent/0.3/index.shtml. Put them in an "ent" subdirectory of the docbook directory (i.e. the docbook-4.5 directory, not the xsl direcgtory).
If you want to make the PDFs, you will need FOP (http://xmlgraphics.apache.org/fop/. After you unpack this file, set an environment variable $FOP to point at the directory containing the fop shell script, for example export FOP=/usr/local/share/xml/fop.
Make sure you have xsltproc installed. You should now be able to run the createAllDoc.pl script.