There is no Exchange 2006. There is 2000, 2003 and 2007 (well there is 5.5 as well but I doubt they use it).
Without more knowledge of how Exchange is configured in your environment it's hard to help. I will suggest the following:
1. Talk to your IT staff. Exchange mail boxes can be POP3 or IMAP enabled.
2. What about OWA (Outlook web access)?
3. If Mac Mail can use exchange it should be a matter of popping in the exchange server name and your logon name/email address. Your Mac will need to be on the domain the Exchange server is on. you MIGHT get prompted for domain credentials if not - I'm afraid I know nothing about Mac Mail.
Hope that's of some help.
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Gary.
www.gdwnet.com