Just to chime in as a new and inexperienced exim user; I would be sympathetic to the original poster's request for a HOWTO. The various RTFM advices are all very nice but the one big problem with exim is that the documentation is really just reference material - it presumes already you understand a great deal about MTAs and even that you understand exim's internal jargon (such as you know what a "director" is).
If you compare it with the documentation for apache, there you will find a reference section (which is just an alphabetical list of directives) but also serveral tutorials on how to set up various features - CGI, SSI, authentication and so on. As an experience apache admin, I spend most of my time in the reference section, but newbies certainly appreciate the tutorials... The exim documentation consists of reference only, I fear.
Further, the O'Reilly book for apache consists of one long tutorial about how to set up a site which becomes increasing complex as the book progresses - the exim book is a walk through all the directives in every section - a reference guide.
Exim is a great MTA and I appreciate it greatly, but it would be a shame if its uptake in the community was limited by the inaccessibility of its documentation.
