New in Outlook 2003 is the ability to see what Exchange servers Outlook is connected to, as well as other details about those servers and how Outlook is connected to them.
To view this data, hold down the CTRL key and right or left click on the Outlook icon in the system tray (sorry Raymond, I mean the taskbar notification area - it's ingrained!). Select "Connection Status" from that menu, and you'll be able to see: