Hi. It might be as simple as your workplace blocking outgoing SMTP traffic on the network. That isn't all that uncommon and as an IT trainer myself something I usually recommend companies implement for security if they have Exchange. It also seems they have a filter in general on the wireless which supports that idea, which is actually a good thing (although not for you) for security.
Does your company use SSL? Most likely you do, one indication is that you need to go to an https address to read webmail. If so, go here:
http://www.microsoft.com/mac/itpros/...B-39E2AF024908
Read from the 2nd paragraph that says "If you plan to deploy SSL...". The document is really for your IT staff, but you can use it as guidelines. While its for 2008 it applies to 2004 as well. Generally to get Exchange working in 2004 you'll usually need to install the trusted root certificate and then configure the account. If you have problems getting a direct connection to the Exchange server you should try using the OWA method.
Remember to try this from a wired connection, as you mentioned the wireless is filtered it helps eliminate headaches and frustration

You might also end up in a situation where you'll only get Entourage to work with exchange outside the company, but better than nothing. It's always easier when one can work with IT on situations like this. Although you might want to be careful re company policy about using home computers on the work LAN in general.