Checklist:

Server-side:
1) What ajaibm said: verify BESAdmin user has full exchange rights.
2) Verify all Blackberry services are running, especially "Blackberry Synchronization Service."
3) For the user in question, go to "Properties > PIM Synch" and verify "Bidirectional Synchronization" is enabled.

Device:
1) Go to "Calendar"
2) Go to "Options"
3) Verify "Wireless Synchronization" set to "Yes"

Hope this helps,
Pete