This may help to set it up.
http://www.theiphoneblog.com/2008/07/13/walkthrough-exchange-activesync-on-your-iphone-20/
Also you need the exchange server name. Easily enough found.
Open outlook, Tools, Email Accounts, Click Change, then note down exchange server name and account name.
Unless it's using RPC-over-HTTP in which case, you might be seeing an internal address.. (9/10, people will be seeing an internal LAN address using that method I would say). You may be lucky and he's setup remote access using RPC, but... most just bottle it and create a VPN and use internal stuff. Heh.
I've supported lots of Exchange infrastructures, and I very rarely see one which works perfectly well for external clients - most people just love VPN and standard nonsense.
If it's Exchange 2007, and the Admin knows his stuff, he'll have it working internally, externally and all with autodiscover, so it'll just know based on your e-mail address - I'm guessing the fact that it's not worked though, he hasn't (or is using Exchange 2000/2003). Exchange 2007 is pretty good for stuff like that.
Also, if it's setup properly, he'll need to enable ActiveSync access for you.
Way to many factors without speaking to the admin.