Just find out that it is easy to set XeTex to work with latexmk. From TeX on Mac OS X mailing list by Herb Schulz:

Move the engine files from ~/Library/TeXShop/Engines/Inactive/Latexmk/ two directories up, to ~/Library/TeXShop/Engines/ to activate them. Once that is done restart TeXTShop.

To use the xelatexmk engine simply put the line

% !TEX TS-program = xelatexmk

at the top of the source file.

Annouced by by Seiji Zenitani on the mailing list:

I decided to close this project. The 2010 edition is the last release of my distribution. You can install the optional (netinstall) packages until 2013. I will maintain this mailing list until 2011.

I always favor it over Aquamacs, but now let’s move on to Cocoa version

Just click the link with Command + Shift + Double Click.