Hi folks,
It’s not Exchange specific but I created an article series about the same topic here at MSExchange.org where the first article can be found here: http://www.msexchange.org/articles_tutorials/exchange-server-2010/management-administration/using-dpm-2010-protect-mail-client-machines-part1.html
So… in this video the guys go over the same feature: http://blogs.technet.com/b/dpm/archive/2011/05/03/new-video-configuring-client-protection-in-dpm-2010.aspx
Cheers,
Anderson Patricio
http://blogs.msexchange.org/patricio
Twitter: @apatricio