IMAP fine in Mail; "Connection to the Server Failed" on iPhone?

So on my Mac, I have both GMail (works great on iPhone) and an IMAP account for my work's Exchange server set up.
Both accounts work just fine on my Mac; I don't even need to connect to the VPN on my Mac to read Exchange email via IMAP through Mail.
The problem is that the iPhone gives me the "connection to the server failed" whenever I try to connect on either EDGE or wi-fi to read the IMAP Exchange email. The settings in both Mail and the iPhone are identical.
If I turn on the VPN on the iPhone, I get the same message...but at this point, I'm thinking the VPN on the iPhone is worthless.
Can anyone think of a reason why the iPhone can't connect to IMAP even though the laptop can? I'm wracking my brain here trying to figure this out. The purchase of 2 iPhones for other staff to use depends on me getting this up & running! I can tell you that the others will NOT accept "setting up a Yahoo!/GMail account for forwarding. They want their email coming in & responses going out with the company's headers.
Any help would be greatly appreciated! Thank you!

This morning, I was able to fully "unlock" and "open" the correct ports (I believe), and now I'm able to receive email from the IMAP Exchange server. According to the IT guy who's helping me, we opened ports 143 and 25 on the ISA server (firewall), and I'm able to receive. Does this sound right to you?
The only problem now is sending. I cannot send any mail through this work account on the iPhone. Mail just "hangs." I can still send/receive just fine on my iBook Mail account for Exchange (IMAP), but no dice on sending.
The Incoming Mail Server and SMTP/outgoing Server addresses are identical. Works fine on the Mac, but not the iPhone. I do believe the 143 port is now fully open...I think.
Am I still missing something? Thanks for your help!

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