I was prepping for the DST agents yesterday and thought, “Hey, this would make a great tip.” Seems that Susan Bulloch thought so as well and beat me to the punch. Check out her SNTT: How to generate a text file with mail file names plus using Policies to set Location Doc settings post on how to build the text file used by the centralized agent.
One other item that I'll add is that sometimes the mailfiles in the Domino Directory don't have the .nsf extension on them, and the technote at least indicates that this is required. I used UltraEdit to perform a search and replace, well 2 search and replace tasks, first to find the CR/LF on each line and add the .nsf, so that covered everyline, and then searched for lines with .nsf.nsf and replace with .nsf. This cleans up the first run and leaves you with a text file that has the complete filename for the agent to use.