Please have a read of my Exchange 2003 / activesync article. The error you are getting is I cannot find something.
My article should get you up and running and adding an SSL certificate is a good idea for security and they can be bought very cheaply from GoDaddy for about $30.
http://www.experts-exchange.com/articles/Software/Server_Software/Email_Servers/Exchange/Exchange-2003-Activesync-Connection-Problems-FAQ.html