Quoting the website:

"Download and install the latest binary RPM. This is the quickest and easiest solution. However, this version may not contain bug fixes that
 have been noticed since it was released. Further, if you find a bug, you will be asked to try the CVS version for verification and testing.
 The latest binary RPM is considered to be the latest stable release and is the recommended method for those wanting to try out Xdmx for the
 first time." 

There doesn't seem to be a latest release for a dpkg environment, so a good idea would be to update to another release of GNU/linux that can support such shenanigans.

Another note off of the wikipedia article:

 " Because of the above limitations, many users use Chromium for OpenGL support when using DMX. Using the tilesort SPU, Chromium can provide 
3d acceleration over the entire DMX display (consisting of multiple machines). In addition, Chromium can be configured to use the dmxdirect 
SPU to provide near native 3D rendering capabilities by limiting 3D rendering to only a single back-end display."

So Chromium is going to be a must on the system, knowing the people that will be using it.

Control-Alt-Q will send the desktops back to normal.

A basic way to run the program

Xdmx :1 +xinerama -display x1:0 -display x2:0

Downloading Fedora 18 with Xfce4 to try with this tomorrow.

http://dmx.sourceforge.net/dmx-start.html