You shouldn't need the domain. As long as you have the username and mail server, you should be fine.

Hmm, at the end of the setup process as it first tries to connect I get the "The action cannot be completed. The connection to Microsoft Exchange is unavailable. Outlook must be online or connected to complete this action." error. I can close it and try and open the exchange profile and get simply "The connection to Microsoft Exchange is unavailable. Outlook must be online or connected to complete this action." At this point, it allows me to verify my server and user (which are correct) and click OK, then I get "Cannot open your default mail folders. The file C:\Users\Me\AppData\Local\Microsoft\Outlook\outloo k1 is not an offline folder file".