Most things with Small Business Server 2008 work out of the box. Some do not.
Here's one that doesn't - Entourage 2008 connection from outside the network. Outlook uses RPC over HTTPS and works great. Entourage uses WebDAV and it doesn't. It usually works fine with most Exchange 2007 setups (as long as they are configured properly), but it doesn't with the custom config known as SBS 2008.
The solution is to allow the "Authenticated Users" Group to have "Read and Execute", "List Folder Contents", and "Read" access to the following folders:
C:\Program Files\Microsoft\Exchange Server\ClientAccess
C:\Program Files\Microsoft\Exchange Server\ClientAccess\Exchweb
C:\Program Files\Microsoft\Exchange Server\ClientAccess\OWA
And then you need to make sure you are connecting to the exchange server using the following format:
And then you should be good to go.
That is of course if you are up to date on your Exchange 2007 SP2 or higher. If not, then it will probably break the RPC over HTTPS so that it continually prompts for username and password and never connects. The solution for this is either update to Exchange 2007 SP2 or do the following:
Go to IIS (7)
Go to Sites -> SBS Web Applications
In the following Virtual Directories, change the SSL settings to Accept Client Certificates:
I've seen some people that also recommend you should do the Autodiscover Virtual Directory, but I've not seen this needed.