From my open question thread:
When opening my inbox from an Exchange 2007 SP1 server with Entourage 12.2.3 I get a dialog saying "Unable to establish a secure connection to example.com because the correct root certificate is not installed."
There's a few things that you can do to get rid of this dialog.
One option is to ask your admin for a root certificate. After you receive that certificate from your admin, you can install it. If that solves the problem some but not all of the time, open the Microsoft Certificate Manager application (it's in the Office folder) and import the certificate there.
Another option is to uncheck the "This DAV service requires a secure connection (SSL)" box. It's on the Advanced tab in your Account Settings for that Exchange account.
If you're feeling particularly techy, you can check to see if your Exchange server's autodiscover service is set up properly. Amir wrote up some instructions in his blog post SSL warning issue in Entourage 2008. Look down to the note for the instructions that you as a user (and not an Exchange admin) can take to see if it's set up properly. If your autodiscover service isn't set up properly, you can at least inform your Exchange admin about it and ask them to fix it. There's a whitepaper for setting up the Exchange 2007 autodiscover service which has plenty of details for how your Exchange guys can get it set up properly.
For additional troubleshooting without calling Microsoft tech support (for which you get two free calls with your purchase of Office 2008) or any internal tech support that you might have, you might want to try the Entourage public forum.