In order to run DeliveranceMail you can use the scripts located in the bin directory. You should expand the zip file you downloaded into a local directory.

Navigate to the directory into which you expanded the zip file. You should set and environment variable DEL_HOME to this directory.
The JAVA_HOME environment variable must be set and must point to a Java 1.3 JDK (not tested with 1.2 but may well work, please report back)

To start the server on windows type the following commands to start the server and the control console

C:\DeliveranceMail> bin\Startup
C:\DeliveranceMail> bin\RMIConsole

To start the server on UNIX the scripts must be made executable.

bash-2.03$ chmod 754 bin/*.sh

bash-2.03$ bin/startup.sh
bash-2.03$ bin/rmiconsole.sh

Some exceptions will be thrown from the example configurations.
There is a JDBC database connection for one of the email lists that does not exist. If you have a JDBC complient database and the JDBC drivers you can edit the parameters in conf/data.xml to configure the list.
You may also not be able to send mail via localhost, it is usually set up on unix servers but most PC's do not have a mail server. Edit the conf/data.xml file and set you mail parameters.
The email addresses in the conf/pinglist.txt file are not valid email addresses this is to prevent junk email being set by people installing this app ;o) Set the email addresses to valid emails that you are responsible for. On unix it is probably best to set them to root@localhost or other local accounts to reduce the amound of mail traffic when testing the system.