Your setup program should let the user start a bulk Create Proxy operation. This generates a proxy address of the new type you are installing for all existing recipients on the site. (The proxy generation DLL, called by the Microsoft Exchange Server Administrator program, will automatically generate proxy addresses for recipients added later.)
The sample gateway setup program, GWSETUP, illustrates function calls for the proxy generation process. It calls SAD_ScBulkCreateProxy to create the new proxy addresses. This function starts the process on the server running Microsoft Exchange Server and then returns control to the setup program while the proxy addresses are being created. If you want to keep the user informed of the progress of proxy generation, you can periodically call SAD_ScGetBulkProxyStatus and use its information to display progress.
The proxy address generator needs to log errors. If you use event logging, you need to register the proxy generation DLL with the Windows NT Application event log. The DLL registers on the server running Microsoft Exchange Server to which it is connected.