This really is simple, not least if you ignore connecting via a cable and do it over the web using the Outlook webmail service.
OK. This is what worked for me with SGS using Gingerbread.
Using the Samsung mail client that comes with the SGS, this is the one with the Green @ logo.
Go to Add an Account
enter your email address in the format - yourcompanydomainname\email@example.com
If asked, select Active Exchange Account
System now goes away and checks if your email account is correct
When it comes back,
Enter (or check if already completed) - domain name\user id (this is you network user id which may or may not be the same name as your email name)
Password should already be set, if not reenter
Enter the Exchange server name (this is the web server address). Do not use https or www prefixes, only the address itself, servername.domainname.com (webserver.mycompany.com)
Tick the Use Secure Connection option
Tick accept all SSL certificates
If it gets through OK to your server you might then be asked some stuff about accepting security settings, etc, just say yes. It then says your mail is on the way. You might need to look at options to select syncing contacts and calendar entries.
If this doesn't work from where you are, go and find a free wifi hotspot, or a good 3G+ signal and try again.
I cannot do this from home but it works from other locations where I've connected to a BT Openzone access point. I also did it last week from a train using 3G.
As I'm on Orange, I also tried the Orange mail client (this is the one with the Orange @ sign); this was even easier to set up. However, it wouldn't sync my calendar entries so I went back to the Samsung mail client.