
In the section titled "When Starting Microsoft Exchange", you can see that it is set to always use the "MS Exchange Settings" profile. If you intend to use Exchange with other services (such as Microsoft Network, or Microsoft Fax), then click the "Prompt for a profile to be used". Otherwise, if you intend to only use Exchange for Internet mail, then you can just set it to always default to your "Internet Mail Settings" profile.
Now, quit Exchange and restart it by clicking on the Inbox icon. You should either come up in your Internet settings profile, or be prompted for which you want to use. Select your Internet Mail Settings profile, then click on Tools then Options to return to this panel with the tabs.
After this, click on the Services tab, and you should see the following:

Make sure "Internet Mail" is highlighted, and click on Properties. A two-tab
panel will appear, with the General tab displayed. This should contain all the information
you filled out previously when you created the profile. Click the Connection
tab, and you'll see the following:

Note that in the "Connecting to Internet Mail" section, yours may default to "Connect using the modem", while mine has "Connect using the network" set. If you set it to "Connect using the modem", then any time you start Exchange it will attempt to dial in to your internet provider, and any time you exit Exchange it will ask you if you want to log off. I prefer not to have Exchange do that, so I have it set to "Connect using the network."
Should you decide you'd rather just have Exchange retrieve your mail headers, and not retrieve the bodies
of messages until you tell it to, then check the "Work off-line and use Remote Mail" option.
Click the Schedule button. A small dialog box will appear like this one:

This is where you tell Exchange how often to go check your mailbox for new mail to download.
The rest of the tabs are all additional settings that you can play with if you desire. If you leave them at the defaults, all will run fine.
Well, that's it! You are now ready to run Exchange for your email. Read the Help file included with Exchange for how to create, send, reply, forward, etc, etc.