Installing and running BEAST
BEAGLE is a high-performance computational library that can perform the core calculations at the heart of most Bayesian and Maximum Likelihood phylogenetics packages. It can make use of highly-parallel processors such as those in 3D graphics boards (referred to as Graphics Processing Units or GPUs) found in many PCs. In general using it (even if not using a GPU) will improve the performance of BEAST. However, it is not necessarily going to benefit all data sets. In particular, for the use of a GPU to be efficient, long partitions are required (perhaps >500 unique site patterns). Only high-end GPUs such as the GTX590 or Tesla boards will provide sufficient benefits.
Interpreting the results
The tree produced by TreeAnnotator (denoted the maximum clade credibility or MCC tree) is not a consensus tree such as that produced by the 'sumt' command in MrBayes. Instead, TreeAnnotator picks one of the trees actually present in the sample produced by BEAST - thus it is a tree that was actually visited by the MCMC sampler. The tree it picks is the one that has the highest product of all the clade credibilities (posterior probabilities) for all the clades in the tree. The motivation with this is to find a single 'point estimate' tree that is in some way central to the distribution of trees. This tree is then given (annotated with) summary information for the full set of trees from the sample. For example, it is given average node heights, credible intervals for the node heights, rates, etc.