The installation & configuration instructions are here:
http://www.pocketgear.com/software_detail.asp?id=9539
The short version is: set both incoming and outgoing servers to hotmail or msn depending on which service you are using, leave the domain blank, tap the Options button and select the appropriate connection settings (usually 'The Internet').
If you purchased it and waiting for the registration key check your confirmation e-mail for the registration details.
Adrian