Good job Morley!
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1. Do I use the same filtering and reporting keys for other accounts at the same domain, or are these subject to separate licenses?
You need a key for each filtering email address, and the one reporting email address that you decide to use. Just shoot me an email with the other address(es) and I'll send you keys.
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2. I understand the Operations section of the manual as it applies to Apple Mail. But I'm an MS Entourage user. I don't see any new AppleScripts added to my Entourage Scripts menu, nor do I see any "X-Purify-Rating" option within Entourage's Rules setup. Not supported?
Entourage is fully supported, with Applescripts. To use the Applescripts, just copy the Entourage Applescripts from the Purify .dmg to the whichever Applescript folder that you want to use them from, and they should show up in the Apple Scripts menu at the top of your desktop. Then set up this Entourage rule.

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3. I'm unclear how the Purify Edit menu works. It's greyed out most of the time.
Only available when the Preferences window is open. It includes a wonderful option suggested by Enoch to allow you to copy/paste content to be trained as good or trained as bad. That way, you can be more selective about training an email that contains, for example, the contents of a book to throw off Bayesian type filters, by selecting the "bad content" and copy / pasting as bad into your filter.