It mungs the filenames of executable files, so that they won't be automatically run. It just adds another layer of protection, so that they can't be either auto-launched or clicked accidentally. This may sound trivial, but when you're dealing with mostly non-technical users, it's remarkably effective. What's more, recent versions offer some level of Office macro virus protection. It may not be the most in-depth scanning ever, but it's a valuable additional line of defence.
Installation is fairly straightforward.
I used a Redhat 5.2 based machine, with all of the current update RPMs. This gives me a nice, reliable open-standards based box which will talk to all major mail clients, regardless of breed or platform. The Local Delivery Agent, as luck would have it, was already configured as Procmail. If you have something broadly similar, it probably means that it's set up correctly. In most cases, this is as simple as doing a mv sendmail.cf sendmail.cf.bak or similar.