Download VirtualBox for your platform (Windows / Linux / Mac), and the Messaging Appliance. On a Mac / Linux, we recommend that you download the Gzipped version of the Appliance, because the unzipped file is larger than some unzip software can handle.
Unzip the Appliance file, which should create a .vmdk file. For cloud users, you can import this .vmdk file into your cloud system, rather than import it into VirtualBox.
Run VirtualBox on your platform, and add a 'New' project.