Simply complete the Connect to The Internet Wizard and add your email domain name to the Wizard when prompted and this will setup Exchange for your domain. hen add your user accounts.
To get your mail pushing to your iPhone, please follow my Exchange 2003 / Activesync guide:
http://www.experts-exchange.com/Software/Server_Software/Email_Servers/Exchange/A_1798-Exchange-2003-Activesync-Connection-Problems-FAQ.html