It is actually a bug in Entourage. It was there in Entourage 2004 and it was partially fixed in Entourage 2008 as per some users on : http://www.macwindows.com
and on http://blog.entourage.mvps.org/
However when MS released Entourage 2008 SP1 (12.1), they put the bug back in.. go figure.
I have the same problem as you. Luckilly for me, i'm the only one with a Mac here (one of the advantages of being a network admin
) so i just dismiss the message and everything works fine whether i'm connecting through VPN or directly on the network.
I should note that i get the message in both cases but after i dismiss it, Entourage 2008 works just fine.
Also, i'm running on a Server 2003R2 with Exchange 2003 SPlatest. I've researched this issue left and right as well and i've wasted a lot of time on but in the end i just gave up seeing i'm not the only one with the problem and no resolution in sight.. :S