Disclaimer: This method will no longer work if your e-mail account was migrated to Office 365. Please see the updated article here.
How to setup Exchange e-mail on the Mac Mail App
1 Open the Mail app and select Exchange from the list. If you are not prompted with a list, follow Option 2 by opening System Preferences > Internet Accounts > Click the + icon to add an account, then proceed with Option 1.
2. Type in your first and last name, then your full e-mail address. Click Sign In.
3. Choose Configure Manually
4. Type in your e-mail password, then click Sign In.
5. When you receive this error message, select the username field and delete the e-mail in it, then change it to your username (First name, last and middle initial.) Example: Marty M McFly would be mcflypp
6. Verify that your screen matches as shown below, then click Sign In:
7. Check the applications you would like to sync with this account, then click Done.
8. Account setup is now complete. All e-mails will load and may take up to 2 minutes to complete.