We were just discussing this here over the summer
http://www.flyertalk.com/forum/Forum1/HTML/009112.html
Though I'm told we are paying a bit more for miles now then we were then.
In answer to your questions, it's very easy to set up a program. No real problems.
The cost is discussed in the thread above, though I'm told we are paying a bit more now then we were then. When people get miles, we just upload a worksheet with the name, account number and number of miles to American (obviously we use AAdvantage miles) and they credit the people's account in a day or two.
Not sure much training at all would be necessary, when I look at the people in my office that do it I figure that anybody anyplace can do it.