I got the same warning on BES EXPRESS (5.0.2) installation.
The setup application could not find a mailbox that is named besadmin.
I tried to insert the FQDN, hostname and IP of the Exchange Server (which is a 2007), but got no success
The user besadmin is also not hidden on GAL - i logged on another PC and i am able to open my mailbox.
What could be the reason?