Apple iPhone Exchange Setup
From Lunarpages Web Hosting Wiki
So you've purchased the Apple iPhone. Now its time to setup your Exchange accounts so you can send and receive email on your new smartphone.
1. At the main screen you should select the settings option as seen below in sample screen shot.
2. At the settings screen you should select on Mail, Contacts, Calendars.
3. On the next screen you should select Add Account.
4. From the many options you should choose Microsoft Exchange option.
5. You will now be asked for email account details. (email address, passwords.)
6. Now the phone will make attempts to contact the server. (This will fail.)
7. You will now be asked for additional account details. Notice most info is filled already. You will need to enter the domain name for your email accounts. (mail.lunarexchange.com)
8. Once successful connection has been made to the server you will be asked which features of the email account you would like to activate.
9. You may now exit back to main screen by pressing the home button and then select mail icon to start sending and receiving emails on your iPhone.