Could you expand the setup a little more - I have not set up an
exchange account....
Well if you have Outlook Web Access.... actually you do. OWA is a
webmail front-end interface used to access an exchange account online.
It might not have been presented as such to you, but it is.
What you should try is to connec in your web browser, copy the URL once
you're in and then go back to Entourage.
Use Tools>Accounts to create a new Exchagne account and use your user
name, password, domain name and the URL you copied (for the server
address) to setup the account.
If the URL starts with https, then it is going through SSL.
If the certificate for the server is OK, then you;re fine (meaning if
you never get a warning in Safari as you try to get to your e-mails). If
not, you need to import the certificate in your keychain.
Check to see if it works.
Corentin