You can click on the tabs in the left side of the image:
You can click on the 3 tabs "upload to web server", "send via SMTP" and "use local mail client" to get more detailed help.
First of all you need to decide which method your program should use to send bug reports to you. There are 3 basic options. The most reliable option is upload to web server. This is so reliable because the data is transferred via HTTP and most firewalls let that pass just fine. However, this method requires you to setup a web server. The second best option is send via SMTP. This method is easy to setup, but some firewalls might block it. The easiest method to setup is "use local mail client". This way madExcept will try to use the mail client software which is installed on the end user's PC to send the bug report to you. Unfortunately doing so is not very reliable because many end users don't have a mail client software installed at all. You can also activate multiple send methods. This way if one method fails, madExcept will try another one.
You can let madExcept send the bug report in a background thread or in the current user interface thread. If you decide to use the background variant, the progress window is shown in the bottom right of the screen, so that the end user can continue working right away. Otherwise the progress bar is shown in the middle of the screen in modal state. Background sending is not possible (automatically turned off) during dll initialization & finalization.
Uploading to a webserver is the most reliable solution, but it requires some setup work on your side. If you already have a FogBugz, BugZilla or Mantis server running, just select the proper server type, enter a valid account and password and you're ready to go. madExcept will automatically download the list of projects and areas from the server and let you choose which you want to use. Please note that the password is stored in your exe file, which is a certain security risk. The password is encrypted, but it's not not 100% crack safe. So you should not use an admin account. Instead please setup a simple reporter account which is only allowed to create new bug reports and nothing else.
Uploding to a custom script is another great way to have your software send bug reports to you. However, you need to manually setup a working script on your own web server to make this work. If you like you can use here PHP script for this purpose. It accepts web server uploads and then forward them to your email account.