My husband just bought an ATT&T Tilt. I was able to set up Xpress Mail to connect with his Exchange Server business account, but the messages in the device's inbox are all from 2006 and earlier. Please note that on his laptop, he has nothing in his inbox that goes back that far.
You might want to check all of his desktop connector settings. If the desktop connector software isnt configured properly it could be pulling emails off of his local machine's outlook instead of the exchange server which might result in seeing different emails than that are in his inbox.