1)
-Change into you Plesk Admin htdocs directory (e.g. /opt/psa/admin/htdocs)
-Make a directory for the Greylisting Manager (e.g. "mkdir glm")
-Set chown of the directory you made above to root:psaadm ("chown root:psaadm glm") 
-Set chmod of the directory you made above to 755 ("chmod 777 glm")
-Extract all files of the ZIP into that directory
-Set chown of all files to root:psaadm ("chown -R root:psaadm *")
-Set chmod of all files to 755 ("chmod 755 -R *")
-Set chmod of all txt files to 777 ("chmod 777 -R dbs/ *.txt")
-Set the wrapper to chown root:root ("chown root:root sh/wrapper")
-Set the wrapper to chmod 4755 ("chmod 4755 sh/wrapper")

The wrapper is compliled on a 64 bit system with Plesk 10. If you want (or have)
to compile your own wrapper just do this:

cd sh
wget http://www.haggybear.de/download/wrapper/psa9-11/glm2.zip
unzip glm2.zip
gcc wrapper.c -o wrapper
strip wrapper
chown root:root wrapper
chmod 4755 wrapper
rm glm2.zip wrapper.c

IF NO ENTRIES ON PLESK 11.5 OR HIGHER WILL BE SHOW JUST CHANGE THE PERMISSIONS OF THE
SQLITE DATABASE FOLDER: "chmod 755 /var/lib/plesk/mail/greylist"

============================================================================================================
IMPORTANT THE GLM DON'T WORK ON PLESK LOWER THAN VERSION 9!!!
============================================================================================================

-make your settings in file config.inc.php

2)
-Login to your Plesk as admin
-Make a new Custom Button with the following settings:

Button label: Just choose a name ;-)
Location: Domain administration page
Priority: 100
Background image: choose the glmlogo.gif of the ZIP
URL: your directory you made above an the index file (e.g. "/glm/index.php")
Include domain id: yes
Include domain name: yes
Include FTP Login: no
Include FTP password: no
Include client id: yes
Include client's company name: no
Include client's contact name: no
Include client's e-mail: no
Context help tip contents: whatever you want
Open URL in the Control Panel: yes
Visible to all sub-logins: yes (if your clients are allowed to use the glm) ["no" in Plesk 10.x]

IF YOU'RE USING THE ADDONS WITH PLESK 10.x A SPECIAL CONTROLLER IS NEEDED!
DOWNLOAD THE CONTROLLER AND INSTALL WITH THE INSTRUCTIONS FROM THE INSTALL.txt

Download -> http://haggybear.de/download/psa10_controller.zip

Since Plesk 10.4.x no additional controller is needed!