To use the E61, you'll need to download the latest version of Nokia's Mail for Exchange software from http://www.businesssoftware.nokia.com/mail_for_exchange_downloads.php and install it on your phone.
Once that's done, set up a profile:
|connection||Webmail server name|
|secure connection||yes if https or mixed mode, no otherwise|
|access point||Whichever AP your service provider gives you|