There is plenty of software for Windows and Linux on Parallax's site. However, setting things up on a Mac requires a few steps:
Visit Murat N Konar's website and download his MACBS2 software
Only a limited number of adapters can be used when connecting the Stamp to a mac. These are listed on the MacBS2 website. When using the USB version of the Board of Education or an adapter based on FTDI's FT232 chipset it is essential to have the latest version of the FTDI drivers. The FTDI VCP drivers can be downloaded here. Installing them will require a restart.
Now, run MACBS2 and everything should work properly. To test for communication between the computer and the Stamp go to Stamp → Identify.
Further information can be found here.
(Thanks Olga)