I downloaded and installed Salling Clicker on the SE Z600. Everything works very well. I suggest that you give your clicker a descriptive name, such as Fred's Salling Clicker. This makes it easier to find it when browsing the phone's menus. You can apply the new name via your Mac in the Clicker's Preferences Panel via the Settings button in the lower left corner.
Then, on the phone itself, you'll find the Clicker menu following this path:
Main Menu > Connect (lower left corner) >Accessories (bottom of the Connect menu) >Salling Clicker (or the name you assigned to it).
I suggest you look at all the scripts included with the software, and configure your clicker for the apps you use. Also, make sure Bluetooth is turned on for both your phone and your Mac.