How can I use Wireshark on a MacBook Air?
You need to set the right permissions.

Go into Terminal and enter the following commands:

cd /Library/StartupItems  
sudo chown -R root:wheel ChmodBPF


You might need to restart the computer to take effect.  You also need to be admin (a sudoer) to perform these commands

I should mention that you need to have copied ChmodBPF from the .dmg file for Wireshark into the /Library/StartupItems folder as described in the 'Read me first' document.  ChmodBPF is a file located in the Utilities folder in the .dmg