Pete,
I misunderstood about which version of Finale you had installed. So, you have Finale 2012. Which version of VDL are you running. 2.55 or earlier? Which version of the Finale 2012 templates are you running, the 2012a or 2012a.1? 2012a.1 includes the updates to VDL 2.5.5. Which version of the Mac OS are you running, 10.7 or an earlier version?
The XML files will be installed into the same location regardless of which OS version you are using. But, you may need to copy them to the user library as well as the common. This is where the OS version comes into the play. In Mac OS 10.7, the user/Library folder is hidden.
The question that baffles me is the error message you are getting. I've not seen this with the XML files and my MIDI folder (for Finale 2012) contains 3 different versions of the XML files. Please post a screen shot of the message and that folder.