Step 1: Choose Settings
From the home screen, choose the Settings icon at the bottom of the screen.
Step 2: Select "Mail, Contacts, Calendars"
Step 3: Choose "add account."
Step 4: Select Microsoft Exchange
Step 5: Complete the fields for Email Address, Password and Account Description
Step 6: Complete the configuration settings for Email, Server, Username and Password. leave Domain blank.
Note: You may not see a Server field on this screen. Continue through to then screen where you will find the Server field.
Also Note: You might not even see this step at all on some iPhones.
Final Step: Set your preferences for what data you want to sync
Note: You cannot sync Contacts and Calendars from both Exchange and iTunes. You must choose one or the other. The iPhone will delete your old entries when you enable this.