After I installed Exchange Server 2003 last weekend, I found that accessing Outlook Web Access (OWA) didn’t prompt for any authentication – it simply displayed the contents of the currently logged on user’s mailbox (if it was homed on Exchange Server 2003) or redirecting to the old Exchange Server 5.5 OWA server (where the mailbox had not yet been migrated). In order to allow users to authenticate with a username and password, it was necessary to enable forms-based authentication (Daniel Petri’s description also includes the process of configuring SSL).
Once this had been enabled, HTTP requests were greeted a normal browser authentication dialog; however HTTPS access was be greeted with a much more pleasant OWA logon screen.
It is also possible to change the username format for OWA forms-based authentication from domainname\username to a simple username.
Finally, Microsoft knowledge base article 319878 describes the process to make OWA the default website on an Exchange Server, avoiding the need to access the server as http://servername/exchange/ or https://servername/exchange/.