Sean Penn is an actor; Sean Penn is also a U.S. citizen. Sean Penn has as much right to his opinion of what the Bush administration is doing as anybody else, and just because he is an actor doesn't mean he ought to keep his mouth shut. Criticizing the government is
not un-American; on the contrary, it is (and should remain!) one of the cherished privileges we have here in this country.
Looking for an alternative to war is not un-American. Feeling reluctant to start dropping bombs on a bunch of people is not un-American.
Telling someone they should leave the country because they dare to criticize the government is (I believe) un-American.
edit: Of course I don't think you have to like what he says!