Hi Roberto,
you are right, your version of pgfplots is 4 years old and is outdated.
Learning how to install LaTeX packages is a pain for everyone
Note that you might need to upgrade PGF/TikZ as well since pgfplots depends on at least pgf 2.00 (which is about 3 years old). It would work better with pgf 2.10, I guess.
The first thing that I would propose is to google a bit to find out how to update your entire TeX installation - or perhaps just PGF and PGFPlots. This would simplify things dramatically as it would involve only your software upgrade feature.
If that does not help, you can still attempt to install it manually. Personally, I have never worked with a Mac before - and I am unsure how it organizes its folders and installations. Typically, TeX distributions offer some directory called "texmf" - and you could simply unzip the pgfplots distribution into that directory, run some "texhash" program and it will be picked up by TeX. PGF might be more difficult, unfortunately.
Perhaps you find more hints using google? I do not know enough about Macs to provide a detailled installation procedure.
Best regards
Christian