since i havnt installed leopard yet, i can't duplicate the error messages you are getting, so my suggestions are more or less guessings for leopard systems yet.
since processing version 125 more methods in PApplet have been made static (revisions.txt scroll down to ABOUT REV 0125 - 15 July 2007), due to these changes  controlP5.knob did throw the InvocationTargetException regarding the NativeMethodAccessorImpl. this has been changed and fixed since controlP5 version 0.2.2. the current version available for download is 0.2.3.
you say you get the error message with any example. if this is the case, then leopard may possibly be an issue. i am running processing 133 with controlP5 0.2.3 on 10.4.10 and it runs smoothly for me.
if you are running leopard with the same processing setup as above and still get the error messages, i will get into that as soon as my machine runs leopard. if only the knob example gives you the error, please update controlP5 to the current version available for download. to check which controlP5 version you are using, see the output window of your processing sketch that prints out a one line statement when initialized, or use
println(ControlP5.VERSION);
best,
andi

I haven't had much problem with it, with the exception of the drop and control window acting funny (but I don't use either, so it hasn't been an issue).  The sliders, toggles, buttons, etc. have all been working fine with Leopard for me, both on my Intel and PPC boxes, and with Processing 133 and 135.