Everyone hoping that their comments will help!
My article that Shreedhar has pointed you to will help you. If you get stuck anywhere, please post error details that are not covered by my article and I am sure we will be able to assist you further.
Another configure your iPhone article that might help you is this one:
http://www.experts-exchange.com/articles/Software/Server_Software/Email_Servers/Exchange/Configure-iPhone-for-use-with-Exchange-Server.html
Alan