Just tried this recently and when trying to select the JDK... /System/Library/Java/JavaVirtualMachines/
appears as empty when opening&selecting through IntelliJ. Therefore i couldn't select the JDK...
I've found that to workaround this, when the finder windows open (pressing [+] JDK) just use the shortcut Shift + CMD + G to specify the path. (/System/Library/Java/JavaVirtualMachines/1.6.0.jdk
in my case)
And voila, IntelliJ can find everything from that point on.