As long as your phone has 2.0 firmware or better, the iPhone supports Exchange Activesync. Here is how to set it up:
Click Mail, Contats Calendars
Click Add Account
Click Microsoft Exchange
Enter your full email address
Enter your username (usually the part before the @ sign in your email address)
Enter your email password
A box should pop up asking you for your server. Enter your server name (usually your webmail URL).
If all goes well, it will say that your account is verified. Tell it to sync your mail and/or contacts and/or calendar.