PDF Equation gives you quick access to LaTeX's typesetting power in almost every Mac OS X application. Just type a LaTeX snippet, render a it and drag the resulting PDF file into your Keynote presentation or wherever you need it.
PDF Equation is document-based, so you can save your equations for later use.
JONAS WITT It seems I included a package that's not universally available in the default LaTeX template. Version 0.7 should fix that, as it doesn't include that package by default.
If your problem persists, please contact me and give the output of the log window (Cmd-L).