Open Entourage. In the Entourage menu, click "Tools-->Accounts-->New"
The Account Setup Assistant will open. Press the Configure Account Manually button.
Select Account type: select Exchange and click OK.
Account Settings Tab:
Options Tab: If you have created a signature in Entourage you can choose it. (see below for creating a signature)
Advanced Tab:
Delegate Tab: Here you can add other calendars or mailboxes in the bottom box. click Add-->and type the name of calendar or mailbox in the search box. Choose the correct one from the list and then click "OK" It will either show up below your mailbox as a separate mailbox or calendar.
Mail Security Tab: You don't need to change anything here.
Once all of that is configured just click "OK" and then close the small accounts window.
Close and reopen Entourage. All of the folders will show and start updating. This make take a while the first time but you can close Entourage at any point in this process and it will resume updating the next time it is opened.
Then go into the Address Book that is under "Folders on My Computer" to change who mail is sent "from", open the one address card there and click the "name & email" tab and fix the name.