That's about as easy as it gets. Assuming you can read and follow instructions I don't see how you could have a problem with that guide. Even if you do trip up, a quick post here would probably clear up any confusion.
Geoff, don't suppose you have links to a more idiot-proof guide? That one is way over my head at the moment, literally only just started on all this!
From what I understand, Postfix would route the mail between our Exchange box and external router, whilst MailScanner deals with attachments(?) and SpamAssassin would deal with the actual filtering. Presumably for outbound as well as inbound. Would that be correct?