Please make sure and that you know your server settings before starting the setup.
Go to Settings > Mail, Contacts, Calendars > Add Account.. > Microsoft Exchange
Fill in the following:
Email: ///e-mail address///
Domain: ///domain///
Username: ///username///
Password: your password
Click
Next
A Server entry will appear, enter ///server/// and click Next
Click Done
It will take 1-10 minutes for everything to load.
One change that you may want to make is how much mail the phone retains. To do this Go to Settings > Mail, Contacts, Calendars >
///e-mail address///
Click on ‘Mail Days to Sync’ and change it to your preference.