Perhaps you don't have xterm installed, or you didn't check "Pause when execution ends" in the target options, or it's a bug in CB that has been or has not been fixed... I don't really know since I don't have a Mac to check that
Now, about CB being slow, it could be because of some plugins (once again, I'm not really sure about it) so you could try disabling a few that you don't use (and also Code Completion) and see if it's still being slow. You can do that thru Plugins -> Manage plugins...
Sorry for not being of greater help