For Gnusae with versions less than or equal to 5.7.x, Randal's advice
   is very useful:
   
   Randal Schwartz <merlyn@stonehenge.com> writes:
   With procmail, you cannot write directly into the nnml directories.
   You must create spool files that will be merged into the nnml
   directories at times of Gnus' choosing. Asynch delivery just isn't in
   the cards.
   
   I just posted my setup a week ago. Here it is one more time:
(setq
 gnus-secondary-select-methods '((nnml ""))
 nnmail-use-procmail t
 nnmail-spool-file 'procmail            ; same as nnmail-use-procmail :-)
 nnmail-procmail-directory "~/.incoming/"
 nnmail-delete-incoming t
)

   And then I have procmail deliver to ~/.incoming/inbox.spool and
   ~/.incoming/list.traffic.spool and so on. The name before .spool
   becomes the nnml: folder in which the stuff will end up.
   
   If your Gnus has a version of 5.8 or later, you can use the following
   code instead of Randal's for a similar effect. See the manual section
   on "Mail Sources" for more information.
(setq
 gnus-secondary-select-methods '((nnml ""))
 mail-sources '((directory :path "~/.incoming/" :suffix ".spool"))
 mail-source-delete-incoming t
)