Pentax K110D Connection Guide (en)

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Mac OS X (ver. 10.3) is used as an example here.
1
Double-click the [NO NAME] 
icon on the desktop.
2
Double-click the [DCIM] icon.
The [xxxPENTX] (xxx is a three-digit 
number) folder appears.
The camera image files are in this 
folder.
3
Double-click the [Macintosh 
HD] icon on the desktop.
This opens the [Macintosh HD] 
volume.
Saving Camera Images on Your Macintosh
When the method for assigning folder names is set to [Date], the [xxx_MMDD] 
folder (where MMDD is the shooting date) appears. (p.176 of the camera 
Operating Manual)