Exchange server connection problem under vista

Ping command shows that I can connect to the exchange server in my company by VPN connection. But in outlook mail account setup window, after I input the exchange server name and user name, then check the user name, a popup window tell me that the operation can’t be done and the exchange server should be connected.

The OS is vista ultimate. Both outlook 2003 and 2007 will have the same problem. I can connect to the exchange server under WinXP/outlook2003. But can’t now under vista!

How to solve this problem?