Installation is pretty straightforward. The first thing that may cause a situation is Browsing to WinMX Incoming Folder
If you don't know where that is, all you have to do is click the Open Incoming Files Folder button on transfer Window in WinMX.
After this, you can minimize into the system tray, the command can all be access via right click context menu in system tray.
From there you can enable
HASH generator - Allows you to generate hash values for Files you have
SPEED up - Speeds up searches for additional source, A bad thing IMHO.
Queue Watcher - Activates Queue Management.
Mxlinx has been around a long time, and has come a long way. In the time of increasing fake files shared on the network, it could become indispensable.