Assuming you are applying for initial HSMP, you should fax the form back to HO using the number published on the HSMP FAQ page:
http://www.workingintheuk.gov.uk/workin ... p_faq.html?
(If you are apply for an extension/LTR the fax number is on the form itself).
You don't need to provide proof although depending on the reason and how quickly you want it, you might like to. For example, if you have to leave urgently for medical treatment, some evidence might encourage HO to prioritise it.
I applied for urgent treatment recently for my HSMP Extension and they reached a decision about a week after I faxed it. I put reasons on the form only, did not send any extra evidence.
