I installed the free 1-user version of Blackberry Pro Software Express (BPS) yesterday and was quite straight forward. This was onto the same server as Exchange 2003.
Just two issues arose which stumped me for a bit.
The first was one of the Curve handsets would not activate. This was because the activation email which came from Blackberry was been caught by Outlook's junk mail filter and was the activation only works if the email is in the main inbox. Turning off the junk filter in Outlook solved that problem.

To address this issue,

First make a backup of the MetaBase:
Open IIS Manager
Right click on server->All Tasks->Backup/Restore Configuration...
Click Create Backup
Give the backup a name (e.g. 'Backup before fix')
Click OK, Close

Then enable direct Metabase Edit
Open IIS Manager
Right click on server and go to Properties
Check "Enable Direct Metabase Edit"
Click OK

Open the file C:\WINDOWS\SYSTEM32\INETSRV\METABASE.XML from Notepad.

Look for <IIsWebVirtualDir Location="/LM/W3SVC/1/ROOT/Microsoft-Server-ActiveSync"> and just below it, you
will see:

If like me you were too cheap to buy an expensive Verisign or similar SSL cert just to get Activesync working, knowing a cheap cert should do the same thing then p12imprt could be just what you are looking for.

No amount of installing the cert to personal or root stores on my mobile device (O2 XDA running windows mobile5) would help with getting activesync running (lots of 80072F17 errors) but the below did:

Get a copy of the cert from your actual server

So you've got your brand spanking new PDA or phone with push email thinking it will work nicely out of the box with exchange.....wrong!