D-addicts has a pretty good tutorial

(see below)
Description: WinMX, but it is an excellent source for the latest raws. It is also probably one of the easiest p2p clients to use: just type the title into the Search screen, and right click on the files to download them. There are usually more sources than BitTorrent, so the downloads can be surprisingly quick. Also, there are many active forums and chat channels in English which can provide support. Another feature is that you can view incomplete video files from start to end, just by clicking on them.
WinMX runs on most versions of Microsoft Windows, and there are versions available for Linux. The company that first developed WinMX, Frontcode Technologies, no longer runs any servers, but programmer groups like the WinMX Group put together new servers and a patch in September 2005, mere days after Frontcode shut down.Download: You can download the latest version (3.54 Patched) at:
WinMX ConExFirewall: If you are using a firewall, you will need to add WinMX to the list of programs with access to the internet and/or open up a couple of ports, so that traffic can get through. In WinMX, you can find (and change) the port numbers by clicking on Settings, and then Incoming TCP Connections and In/Out UDP Packets under Internet Connections. If you are using the Windows XP SP2 firewall, click on Start, Settings, Control Panel, Windows Firewall, Exceptions and then Add Port, ie. the same numbers as listed in WinMX.Instructions: Once you are online, click on the Search tab. Under 'Artist and / or Title,' there are two empty text boxes, one above the other. In the top box, type in the title of the drama you are looking for. Make sure that the button left of "Search in a New Window" is set to "Any File / Bitrate" or "Video" and not "MP3 Audio."
If you are only getting few results from your searches, add the most popular file to your download queue, switch to the Transfers window, right click on the file, and choose Search for Alternates. This will open a new search window, searching by hash, so it will find files that have been renamed for example from Japanese to English or other languages.The lower box on the Search tab is for hash values, a long series of numbers and letters that uniquely identifies each video or mp3.
The ability to search by hash means it would be possible to post hashes here to help people who can't read Japanese to find their favorite dramas.If you are in the transfers window sitting in someone's queue and not downloading, you can right click on the file, and choose "Search for Alternates" to find other sources which may have shorter queues.
For files not even in queue, you can set "Auto Find Sources" to 10 minutes, and "Auto Enter Queue" to 100, and then WinMX will automatically go looking for other sources. If a queue is longer than 100 you may want to right click the file, and "Enter Remote Queue" anyway. If you try to download two files from the same user the second one gets Queued Locally, but you can right click on the file, and choose Start Transfer.

Vladd44 runs a useful
WinMX help site, or you can ask questions in the
WinMX World Forum. WinMX World also has a friendly help chat room once you get connected.
For information on how to speed your downloads, install Japanese fonts and sharing, as well as, if you are a "Vista User" check D-addicts original thread.If you still need help, go to
WinMX Index of Guides for an in-depth explanation...
