I trying to connect to a Microsoft Exchange Server directly in order to connect to my work email. I read somewhere it can be done but am not sure how to set up my Axim to make it happen.

Any thoughts......

Do you currently sync with a PC at work? If so, you can delete the partnership and create a new one and select to synchronize with Microsoft Exchange Server. If not, than you should talk to your system administrator and have them give you the settings that you will need.

I do sync the outlook on my pc with my Axim 51v. Is it the case that you either sync with your pc or directly with the Exchange Server but not both?

Yes, for Contacts, Email and Calendar.

When your Axim is cradled, choose Add Server Source from Tools within Activesync. It is here you can put in your Exchange server settings. If you do not know the settings you will need to contact your IS department to get them. It is not necessary to delete your existing partnership to make this addition.