To use pygame under OS X, you need to run Python under the 32 bit interpreter. It’s usually called something like ‘python2.7-32’, and if installed from the package on http://www.python.org/, within /usr/local/bin
To get this working in PyCharm, open a project, then preferences (‘apple’-‘comma’), go to ‘python interpreters’, and click the ‘+’ button in the right hand pane.
A list should appear and you’ll see ‘/usr/local/bin/python2.7-32’, select that and then make it the default for your PyGame project.
If you haven’t installed Python from python.org, I recommend you do so; the current version is 2.7.3.
The above setup is how I got PyGame working in PyCharm on Sunday, so it should still be valid.