If you're the "I never read the instructions" type, you can download SmugMug's MacDaddy standalone app here and dive right in! For the rest of us, here's the play-by-play:
Find the options.
The first time you click the add photos button? and select a gallery, you'll see this:
Note: If you use iPhoto, Aperture, or Lightroom you can choose to upload directly from these programs. You will find the links to these apps on this page.
Click MacDaddy.
You'll be asked to save a file. When you open it, you'll see a green smuggy that you can drag right into your Applications folder.
Open 'er up and enter your SmugMug login info.
Drag and drop photos into the files tab, or click +.
Select a Destination Gallery (or create one) and click Upload.
Have photos in iPhoto? We have a tab for you.
Check the boxes, select destination galleries, click Upload.
Tip: Send each iPhoto album to a different SmugMug gallery, all at the same time!