For what it's worth (I can't seem to find a BB professional software specific thread), everything is working fine on my small install:

Windows 2003 R2
Exchange 2007 SP1
BB pro software 4.1.4 SP4A

We only have a few users but the install went smoothly with Exchange 2007 and BB pro software on the same box. Our exchange environment is very small as well, less than 10 users.

I've been wanting to test this all out on Server 2008 but it looks like I'll wait till sp5 for that.

I'm not sure this information is very useful for you guys nor do I know what exactly the difference between the pro software and BES (besides ~3k).