There is a new feature in Outlook 2007 to autodiscover all mail settings based on your email address.  To set this up for your domain, all that is required is a mail server that supports the autodiscover service and creating SRV records.  Usually the internal SRV records will be created automatically, but external SRV records will have to be created manually, and can be done by following this support article.

http://support.microsoft.com/kb/940881

As can be seen in the article, Outlook has a list of possible autodiscover methods, the SRV record being one of the last in the list of attempts.  Because of this, there are a few things that can cause some problems for you. 

-Having a record for autodiscover.yourdomain.com will point Outlook to the right spot, but you will get a certificate error unless you have purchased a certificate for autodiscover.yourdomain.com.

-Having a *.yourdomain.com record will count the same as having an autodiscover.yourdomain.com record.