I had exactly the same issue. 6 months ago I started working as the only iMac user at a very large PC/Windows centric company who are still using Exchange 2003? (due to some complicated issue that has not been convincingly explained to me).
On day one when we are setting up Outlook 2011 and getting error messages, the IT dept just shrugged and said that Macs dont like exchange and that I'd have to access my Emails via a crappy Webmail interface?
This has slowly DRIVEN ME INSANE as the months have rolled by and after several attempts by myself to force IT to get it to work I finally stumbled upon DavMail. Half an hour or playing with the settings and I can now access my Mail via any app I choose (and my blood pressure is back under control).