Check which ports are open to the outside world. Helps make sure that your firewall rules are working as intended.
One of a set of tools we are providing to everyone as a way of saying thank you for being a part of the community.
http://technet.microsoft.com/en-us/library/cc768089.aspx
Last resort would be use roaming profiles (windows) or upgrade Exchange to 2007.
Hope this helps~!