First of all it must ONLY be absolutely nescessary for you to try and run exchange together with the proxy on thesame computer. This is because services that need to coexist with the proxy must have static packet filtering configured properly since static filtering will overirde dynamic.
With that siad you must do the following;
Enable dynamic packet filtering and configure static packet filters to the nescessary ports such as smtp:25, pop:110, and web:80
Then configure dns to the public interface of the proxy server.
These two Wspcfg.ini files must also be created and placed in their respective directories.
1.
[MSEXCIMC]
ServerBindTcpPorts=25
Persistent=1
KillOldSession=1
Place this file in Msexcimc.exe
2.
[Store]
ProxyBindTcpPorts=110,119,143
Persistent=1
KillOldSession=1
Place this file in Store.exe
Thats all and you should be set to go.
Note: remeber that you must determine port numbers and configure static packet filtering for any other services that you intend to run on this server.
Goodluck.