What happens when you try to log into Outlook Web Access from the phone? Even thought you said you'd disabled SSL, I'd lean towards installing whatever Certificate you normally use for remote access. I exported my SSL certificate on the Server, emailed it to myself, and then installed it on my Axim.
I only got my Dell Axim x51v a few weeks ago, so I'm definitely not expert in these things. I have, though, gotten my Axim to directly synch with my Exchange Server 2003 across a VPN. See if you can log into Exchange using Outlook Web Access. That'll test if you've installed the Certificate properly (assuming you use SSL on your OWA).
I have, though, seen the error where you keep getting a Username/Password/Domain requrest. It still happens every time I try to browse a Share on my SBS 2003 Server. I can browse OTHER PCs in my Domain, but the SBS Server doesn't seem to want me to browse it. I don't know what the problem is.