Hi guys, I had the "this might me broken or corrupted" problem and found an easy and "confortable" way around it
With fancy visual guide! :O
I'm using a Macbook pro 2.53 GHz Intel Core 2 Duo with OS X version 10.5.7
First follow the instructions of the link http://www.thexlab.com/faqs/resetlaunchservices.html
BUT NOT points 3, 4 & 5. Just quit all the apps, delete the 2 files and empty trash.
Then open your Macintosh HD>Library>Caches and find the com.apple.LaunchServices-023nnn.csstore document (if it's not there don't worry, it will appear while you go on with this method). You now need to keep this window open and in sight.
Now open your Penumbra Collection folder (which is NOT "The Penumbra Collection" BUT the FOLDER that contains it), this makes the nnn.csstore document appear (if it wasn't already there).
TRASH the document.
Now choose which game you want to play, but NOT from "The Penumbra Collection" BUT from the Penumbra Collection FOLDER which you just opened. The games are there, located under the PDF manuals. Open the game, the mac will ask "wanna open?", answer "yeah!" and there you are :3
I tried this method with all the three games and it works every time, just BE SURE TO REPEAT THIS PROCESS EVERY TIME YOU ARE GOING TO OPEN ANY ONE OF THE GAMES.
Hope this helps