If you are using the Blackberry Enterprise Server (BES) solution, the device has to be associated with your mailbox on the back-end. Notify your IT department and they should be able to take care of it for you.
If you are using the Desktop Redirector, then registering the device locally on the workstation should update this for you.
There are also other ways of checking e-mail against an Exchange, or any server for that matter, such as by using POP3 and IMAP4 if the server supports it. There is also Outlook Web Access which you can check using the device’s Web browser.