Your settings may or may not be exactly the same depending on the device/version you are using. This should give you a good feel for what goes where though.
1. Open Settings
2. Select Accounts & Sync
3. Select Exchange
4. Enter your email address and select Next
5. Enter your password (the one used to log onto district computers) and select Next
6. If you receive a Redirect Request, select OK
7. Select Next
8. Select OK
9. Select Next
10. Select Activate
11. Select Next
11. Done!