Outlook 2003/VPN connection Problems

I have a user who can not syncronize his mail while using a VPN connection (dial-up or broadband). He recieves this error:
“(0x8004011D) The server is not available.” After trying to syncronize.

He can ping the server by name and IP. He can connect to the drives on the exchange server and file server. When dialing up without using the VPN connection he can use the OWA with no problems.

I am assuming that the problem is either with the Outlook 2003 setup or the hosts file, but I can not figure out what the problem might be.

Client Win XP, Outlook 2003
Server Win2003 Standard/Exchange 2003
Sonic Wall firewall and VPN software

Any suggestions would help.

Thank You,

MPH