How can I set up an Microsoft Exchange email on my Nexus One?

I often check my mail at my office using the VPN connection which bridged my PC with the Microsoft Exchange Server and so that I can check mail using Outlook.

I want to do the same thing when I'm out of my office and on my Nexus One mobile phone. I have succeeded in setting up the VPN connection (see details here). But I cannot succeed in setting up my email on the phone.

Steps I have made:

1. Open my phoen (Nexus One)
2. Connect to VPN
3. Open Email application
4. Enter the email password
5. Select Miscrosoft Exchange ActiveSync
6. Enter domain\username, password, and server
7. Any other options are left as-is ('User SSL' checked, 'Accept all cert' unchecked)
8. Failed :)

The information I entered are exactly all the same as what I use in Outlook, i.e. the email/password, then the domain\user, pass and server for Ms Exchange. But the connection to the server failed on my N1 - it says "Setup not finish. Unable to open connection to server due to security error".

Have you ever succeeded? If so, please share. Your help are very much helpful appreciated to me!