Connect the MacBook Pro into the Audio-Aux link input on the MX4000 with a minijack > 5-pin DIN cable, which you can get at most B&O dealers, and Lifestyle-AV. Make sure the MX4000 is in Picture Option 2 (or if you have a Beo4, it's called 'V.Opt' and then the number 2). On a BeoLink 1000, pressing any of the audio sources, such as CD will activate the Audio-Aux input, and the same goes for Beo4.
If your MX is a 4002 and not a 4000, you'll need to look at doing things another way...