In November 2001, drotrecogin alfa (activated) was approved by the US Food and Drug Administration; in August 2002 it was approved by the European Medicines Agency. Since the approval of drotrecogin alfa (activated), however, critical care physicians have been faced with several challenges, namely its costs, selection of patients who are more likely to benefit from it, and the decision regarding when to start drotrecogin alfa (activated) treatment. There are also operational issues such as how to manage the infusion to deliver an effective treatment while minimizing the risk for bleeding, particularly in patients with deranged clotting, at around the time of surgery or during renal replacement therapy. While addressing these issues, this review remains practical but evidence based as much as possible.