After you download it you'll need to install the program.
Once it's install, run the program and pick {MOB} Goodfellas from the list of server.
To join the server click on the MOHAA icon beneath the list of missionary servers.
If your running an antivirus, you'll need to exclude missionary and the MOHAA directory.
You can find a guide for most antivirus program here.
http://www.mobclan.com/avguides/