How to read Exchange e-mails on Android?
You don't mention which phone or Android version you're using. On my Motorola Droid (Android 2.2) the built-in E-mail application allows me to connect to my employers Exchange server. When I created the account, I had three options for connecting: POP3, IMAP, and Exchange.

There are other e-mail clients out there that may also connect to Exchange.