In outlook, tools, options, mail setup, (email)accounts;
Double-click the connection name, possibly your username, most likely Microsoft Exchange. The next dialog will have the address under microsoft exchange server. Write that down, get a command line (start run cmd) and type
Ping that.address.from.above and write down the IP address (192.168.2.3 or whatever). Use that address in setting up your phone, the reason being is that sometimes networks have internal or 'short' names that your phone will not know about if you are on 3g or Edge outside of the regular network (aka wifi). the ip address as the server name pretty much means that you can find it from any network.
If you want to use Exchange, you cannot just try to figure out what to put in, the IT department has to allow it. Setting on their end have to be done to allow that type of access. The phone can support POP, and IMAP or direct support with Exchange for each of those, the people in charge have to enable such features. If they do enable them, then they would give you the info. Since they won't give you the info, I would assume they are not allowing access that way.
I think you are right that IT has to give smart phones access to the server. I work for a University and I am not sure why they won't give us access to the server to work over smartphones. It is just a waste. If anyone know any way to access my e-mail besides going though the web it would be GREATFUL. Me.Com doesn't really work that well for me either.