Assuming you got the window creation code right, you may be thinking everything is going to work, but you get this error:
Sun Jan 10 20:27:54 macbook-pro.local cocoatest[55526]
Sun Jan 10 20:27:54 macbook-pro.local cocoatest[55526]
Sun Jan 10 20:27:54 macbook-pro.local cocoatest[55526]
Sun Jan 10 20:27:54 macbook-pro.local cocoatest[55526]
2010-01-10 20:27:54.787 cocoatest[55526:a0f] *** Terminating app due to uncaught exception 'NSInternalInconsistencyException', reason: 'Error (1002) creating CGSWindow'
This means your NSApplication is not being initialized. In other words, the Objective-C side of your system needs to be properly initialized. Adding the following line may help:
[NSApplication sharedApplication];
Refer to the Apple documentation of NSApplication for more help.
Soon, I will post the complete code that creates an OpenGL Cocoa window from a C++ application without a NIB (as soon as I figure it out).