Thanks everyone for the additional comments and questions. Here are responses from Chris and me:
Uzih,
MS CA should support SAN's out of the box.
Chris Lehr,
This is always changing so rather than post it in here I chose to like to the best documentation we have about it. That doc will be updated over time so we don't have to keep changing the blog post.
http://support.microsoft.com/default.aspx?scid=kb;EN-US;929395
Tim,
The problem with Entourage is that it's looking for an Exchange virtual directory. This will only work if the mailboxes are on E2K3. If the mailbox is on E2k7 then it is redirected to the OWA virtual directory. That is documented here:
924625 When you use Outlook or Entourage with an Exchange 2007 mailbox, you cannot connect to Exchange 2007, and you receive an error message
http://support.microsoft.com/default.aspx?scid=kb;EN-US;924625
Bennywmy,
No, don't turn on anon access. I suggest you call in to our support center or use the help forums. There isn't enough detail in your post and this isn't the place to troubleshoot specific problems.