Lao is closely related to Thai, and these two scripts are the only ones encoded by Unicode in visual rather than logical order -- i.e. some vowels are typed before consonants, even though they actually follow them when pronounced.
OS X does not come with either a font or keyboard for Lao. The best font to use is Saysettha Unicode, and you can download a keyboard layout (LaoSTEA) from my iDisk.
Some diacritics may not display in totally correct locations on a Mac with the available fonts. Also Lao does not separate words by spaces, and OS X has no Lao dictionary, so linebreaking will not work automatically. When inputting you can use Shift + Space to put a zero-width space (U+200B) after words to help lines break correctly.