Converting my comment above into an answer, just because I had to Google it all over again after getting a new Mac, and rediscovering this Q&A (and my comment).
For people with Mac OS X and who want to add a folder of styles from, say, a project you have under source control, do this (in a shell):
mkdir -p $tmp
Here is the answer given by Aleksander Simonic, the creator of WinEdt:
You are probably also using TeXAux folder to redirect output files. Correct? If so, start Options Menu -> Execution Modes.
For compilers that you are using (such as PDFLaTeX, bibtex, etc...) add a switch:
These switches are no longer used in the default ...