Mailserver: how?

[Braempje]

I have been thinking about setting up a fetchmail - courier combo on my server, but I don't understand certain things:
Why do you have to install procmail or a program like procmail? Isn't that unsafe?
How can I secure my mailserver? I don't want an open relay
Is it possible to have the logmessages on the server mailed to one of the mailboxes on that server? Would be quite usefull I think.

Thanks for your help