Hi Toby,
Correct me if I'm wrong, but you want to access OWA on the Exchange Server thru ESSG? If so, it is very easy with a few modifications. I know, because I have it running on our LAN and I'm able to access Exchange 2000 OWA thru it ok.
If you want to use IMP to connect to Exchange, then thats a very different story. I've checked the config file and it seems a little advanced. Have you manged to get it working thru IMP? If so I would love to see a copy of your config?
Andrew