To setup Exchange for ActiveSync on a Windows Phone device, please follow these steps:
From the home screen, push the arrow in the upper right corner, and go to Settings.
Under the System tab, select email & accounts.
Select add an account.
Select Outlook.
Enter your email address and password and click Sign In.
You will be then be brought to a page to check your information and try again. Your e-mail address and password should be populated. If not, fill these in. Change your username to your e-mail address, and leave Domain blank, then hit Sign In again.
You will then receive a screen that says We couldn't find your settings. Click Advanced.
The email address, password, and username fields should be populated. If not, please fill these in. Leave the domain field blank, and enter your mail server (generally mail.yourdomain.com, however you may need to check with your mail host or server administrator if you are unsure). Click Sign in.
You will be brought back to the e-mail & accounts menu. To verify your account has been added, look for the account on this list.