If you have a Mac and a mailbox on an Exchange Server you'll probably use Entourage to access it. You loose out on some features that are present in Outlook, but generally you can live without them.
Entourage uses LDAP to get directory information, but in most organisation this isn't going to be available over the internet. It is possible to deploy a secure LDAP server, but not many organisations and hosters make these over the internet.
Another solution is to extend Entourage using a script that connects to OWA and performs the lookup that way. Scripts are simple install and this one is easy to use whether you are creating an email or inviting people to a meeting.
To get the solution check out this site, http://www.entourage.mvps.org/exchange/exchangelookups.html.