How does TeXShop find my .sty and .bib files?
There are two possibilities: 1) Tex finds any file in ~/Library/texmf/tex or a subfolder of this directory. Latex will find any file in ~/Library/texmf/tex/latex or a subfolder of this directory, and bibtex and makeindex will find any file in ~/Library/texmf/bibtex and ~/Library/texmf/makeindex respectively, or a subfolder. 2) Make a folder ~/.MacOSX and place there a file environment.plist with information to where your LateX directories are.