The better option is to use a MU* client, a program designed for using MUXes and related things, like MUSHes, MUCKs, and MUDs. Here I will discuss three popular clients: SimpleMU, MUSHclient, and TinyFugue.

• SimpleMU - This is, in my opinion, the best client for Windows. It has many features designed for building and coding, like /grab, which takes an attribute from an object and puts it into your input window so you can edit it right away. It also includes all the standard features of a MU* client, like aliases, triggers, and highlights. It has a few bugs, including one that messes up the spacing in copying and pasting long chunks of code, but /grab and /decompile solve most of the problems resulting from that.
   
• MUSHclient - This would be the best client by far, if it weren't for the blatant lack of coding features. Nick Gammon has known about the demand for features like /grab for a long time, but even though many new versions have come out, /grab is still missing.
  MUSHclient has the most features among all the clients I know of, including one to have multiple input windows for the same world, which is extremely useful if you find yourself trying to do many things at once. It has very good support for ANSI colors, except that by default they are not enabled; the default colors are quite ugly. It is also quite fast when you are recieving large amounts of text.
  For someone who doesn't plan to do much coding, I recommend MUSHclient, but otherwise I'd stick with SimpleMU.
   
• TinyFugue - The most powerful MU* client there is, though it's got a steep learning curve. It runs in lots of different OSes, including Linux. It even runs in Windows, though not very well. It's free software - it's not crippled in any way. And it's extremely extensible, so even though it doesn't have some of the features by default that other clients have, there are ways to add them.
  New users might be baffled by the lack of a scrollbar. It's designed to run in a shell, so your terminal program is expected to supply the scrollbar. (In Linux, gnome-terminal works particularly well.) Even so, there is a command (/recall) that lets you scroll back in TinyFugue.

• Mac users: I've heard that Rapscallion and Savitar are good, but I have no idea where to find them nor what to say about them, not using a Mac myself. Ask around.

Once you have one of these clients installed, you will need to set up the MUX as a site. Most clients are fairly intuitive at setting these up. In SimpleMU, the menu options is "Add/Edit Sites" under the Connections menu. All you need to fill in is the host name and the port number; everything else is optional. For SluggyMUX, the host is mux.sluggy.com and the port is 2025. This is enough information to let you connect to the MUX, where you will be faced with a screen with a choice of commands - if you haven't connected to the MUX before, follow its directions to create a character.