How do I set up Majordomo to work with Exim?

Users have found several ways of setting up Exim for use with Majordomo. One way has been documented at http://www.averillpark.net/exim/majordomo.html. Somewhere in the Majordomo docs or FAQ it mentions using batchmail or other additional programs to improve the performance of large lists. They are not needed with Exim, and their use can actually make things worse. However, it's a good idea to set remote_max_parallel to a value greater than 1 in the Exim configuration.