You need to use Cheetah3D version 5.8.1 to be able to install it in OSX versions prior to 10.6. The official website offers the possibility to download it through their download page available online. If you have problems accessing the page, use the direct download URL: http://www.cheetah3d.com/download/Cheetah3D5.8.1.zip
Save the package and expand it then you'll have the possibility to install it on your computer.