Iphone mail with Outlook Express?

I just recently purchased the Iphone 3G, and am having trouble setting up the mail feature to sync with my Outlook Express account. On the Iphone, I click on mail, then go to 'other' and fill out all of the required information, but after I submit, it says that it *needs to use local WiFi with my opt-online service.*

I'm not really sure what that means. Are there any tricks to syncing the Iphone with Outlook that people have figured out? And do I need to be connected for wireless for it to work?

Thanks for all the help