It's fairly simple.
The first thing you'll need to know is that you don't set it up IN outlook, you have to go to your control panel and open the "mail" control panel.
Click email accounts and then "add a new email account".
Select "Microsoft Exchange Server"
Once you are here all you have to do is follow the steps setup by Myblackberry:
http://www.myblackberry.us/howto.html
If you really don't get anywhere drop me a PM or drop an email to Jamie at Myblackberry.us, he's been amazing in helping his customers!