Could you please try the following;
1. Delete any version of GameMaker that you currently have (use Spotlight to find all copies of it)
2. Downloading the latest version from http://store.yoyogames.com/downloads/gm4mac/Game_Maker.dmg
3. Copy the GameMaker app to the Applications directory
If this does not resolve it then please open the Console application (Application -> Utilities -> Console) and copy any of the text that has GameMaker in the first column and send it to bugs and we will help diagnose the problem.