For Exchange you need AD and DNS etc etc etc…. But this does not need to be on the same machine. I also think that Exchange 2010 should not be installed on the same servers as you AD servers.
Here is some informational links to help you.
Installation and configuraiton information…..
Preparing to Deploy Exchange 2007
<b>Deploying Server Roles</b>
You will need on the machine -
<b>additional if used</b>