NW 6.0with sp3 BM 3.7 with sp2

Ok so how do i actually get the cookie authentication to work?
I followed the TID10078047 and Im confused about the last section.
Am i supposed to put on PXYAUTH.EXE plugin in BM37FP3b.exe on each
citrix server one time install and then the users authenticate and all

is good?
Should I put on the Beta BM3.7 sp3 ?