How do I install a LaTeX .sty file on OSX?

I have a LaTeX project set up:

tex/
  - documents/
      - some_file.tex
  - support/
      - todonotes.sty

where some_file.tex uses todonotes:

\usepackage[colorinlistoftodos,textwidth=0.9\marginparwidth]{todonotes}

But I get "LaTeX Error: File `todonotes.sty' not found" when I try to build the PDF in TextMate. How do I tell LaTex or TextMate about my .sty file?

Later

To be specific, I'm using tetex from MacPorts, though given the answers so far, I might try another distribution.

In Mac OS X (Snow Leopard 10.6.7) put your .sty file in

/usr/local/texlive/2010basic/texmf-dist/tex/latex/base/

Then, run texhash command. Don't forget to stay as a root user (like sudo -s )

Or you can just put the style file in the same directory as your document instead of in "support." now... if you're on OS X, you should probably be using texlive 2008. If you are using texlive 2008, pop open a terminal and type:

sudo tlmgr install todonotes

replace "todonotes" with the package name you want to install.

You can put style files in ~/texmf/tex/ and standard LaTeX distributions should find them. If you prefer to install them system-wide, you can put them in the corresponding texmf/tex folder within your LaTeX installation (the location of this installation on OS X varies depending on which LaTeX distribution you used).

You can use tlmgr conf at the command line to list all of the distribution configuration information. The TEXMFHOME variable gives the path to your texmf tree.

As said before just put the custom .sty into ~/texmf/tex or in /usr/share/texmf-texlive/tex/ but don’t forget to run mktexlsr or texhash to update the local package database of LaTeX. Otherwise LaTeX won’t find it at all, unless it is in the same directory of the processed file.

I had this issue using BasicTex 2015 and none of the above solved it, so I wrote up a solution here

In short: sudo tlmgr install preprint will fix it and kpsewhich fullpage.sty will confirm the fix