I'm developing an arduino project with an Ethernet shield. In order to simulate that the arduino is connected to a router i simply want to make the Macbook act as a DHCP server and give the IP to the arduino board
how do i do?
You can use Internet Sharing from Sharing Preference Pane.
Aleph 0 has a more detailed article about it.
There's also an article by Jacques Fortier on Running Mac OS X's built-in DHCP server that describes how you can do it manually.