I thought it would give some more information but it actually doesn't. The important point is here : "load command 5 unknown cmd field".
After some searches, this seems to be linker commands (ie. should link to this library, etc), but I don't understand why it doesn't work for you because it has been reported to work on Mac OS X 10.4.
I built all the SFML frameworks against the Mac OS X 10.4 SDK, wich actually seems to represent Mac OS X 10.4.11. Are you using this version or an oldier one ?
Edit: the Mac OS X version does not seem to be the problem, let me some more time to find out what's wrong. By the way, did you try building SFML with the sources from the Subversion repository (Xcode 2.4 or later required).
Edit 2: upgrading to Xcode 2.4 actually seems to be the solution.