As kejadlen wrote, it won't work because of a MacVim bug/limitation.
The cool thing is that it prevents you from doing something wrong: Vim is not TextMate, it's a lot smarter and more powerful and forcing it into being a simple TextMate alternative is going to hide its real power.
Instead of mimicking TM's shortcuts you should use mapleader
:
nnoremap <leader>d :NERDTreeToggle<cr>
mapleader
is \
by default, you can use another key if you want, i use ,
:
let mapleader=","
mapleader
is great because it allows you to define your own shortcuts using the whole alphabet without dodging your system's default and without forcing you to do crazy chords with your left hand.
:help mapleader