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Tux Machines (TM)-specific
Exim4 is the default MTA (Mail Transport Agent) shipped with Debian. It offers really ecellent macros which help a lot in configuring a wide system by automatizing task the administrator would have to do otherwise, but in the other hand, it is not as easy as postfix to configure on a first glance.
Well, as usual, you need to install the require package before starting up.
By now, you should have gone through a few question the installer ask you. If not, you might want to re-run the config settings: