Due to the fact you cannot create a Microsoft Exchange Server e-mail account while Outlook is running, you will have to follow the steps in order to get a working account to Outlook.

1. First close the Outlook application.
2. Go to Start | Control Panel and open the Mail applet.
3. In the new opened window click the E-mail Accounts button and from the dialog box select the Add new e-mail account option. Once you have done that click Next.
4. Now you will have to select from the list of available server types the Microsoft Exchange Server option. Click Next.
5. Only a few steps and you are set. Insert the e-mail account details, configuring the detailed settings by clicking on the More Settings button.
6. Click Next followed by a click on the Finish button and from now on you can use your Microsoft Exchange server account with Outlook.

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