On your Homescreen, go to «Settings»

Select «Mail, Contacts, Calendars».

Select «Add Account»

Select «Microsoft Exchange»
NOTE: You can add multiple Exchange Accounts on your Iphone

Enter your email address, your username (same as email address) and your password, then press «Next». NOTE: Leave the «Domain» field empty.

A new field will appear: «Server».
Type mail.mbox.lu then press «Next»

Activate the collaboration services, finish the installation with «Save»