Using LaTex on a Mac

I'm not even sure if this is the right forum to ask this question, but I might as well give it a shot.

I have a document written in LaTex. I installed LaTeXiT 1.15 from the Apple website. The document uses the package fancyheadings and LaTeXiT complains because it can't find the file fancyheadings.sty. I have a copy of fancyheadings.sty, but have no idea where it goes. In UNIX/Linux there is a directory containing all the packages -- the *.sty files -- but there are no *.sty files included in LaTeXiT. Does anybody have any experience with LaTex on the Mac who can assist?

Thanks,

Rob Tanner
Linfield.College