Using Mail with Exchange Server via VPN

When I am at work I connect to the company's network via the LAN. In this configuration Mail works perfectly with the Microsoft Exchange server. When on the road, however, Mail does not seem to see the Exchanger server when I am using the VPN to get in. Entourage--on the other hand--has no trouble at all connecting via the VPN. Any idea what settings I might need to change to get Mail to see the Exchange server over a VPN connection in the same way that Entourage does? Thanks.