It shouldnt be considered taking a leap, jump, or anything drastic for that matter. If you install the right version, you will be absolutely fine. Here is a link to what you have to install (direct download)
http://www.rilot.co.uk/VGA/VGA.zip
A few things to note:
1. Make sure you tansfer that zip file to your Ax unless you have an SD/CF, in which case you can put the unzipped files in there (but not through activesync)
2. Use Resco Explorer or something to copy "windows folder files" to //Windows/
3. Just open up OzVGA from either storage card or BIS and it will work just fine.
IF YOU INSTALL THE REGULAR VERSION, YOU WILL NEED TO DO A HARD RESET