I've been trying to do the same thing on my ipad 3rd gen but it never worked. The instructions are either wrong or confusing.
There's a post here by skyhawkmatthew that has instruction to set up on iDevices:
"1. Open Settings > Mail, contacts, calendars and hit 'Add Account', then Exchange.
2. Fill in both the email address AND username field with your address in the format:
z1234567@zmail.unsw.edu.au
3. Your password is NOT your zpass. Go to zmail.unsw.edu.au/getpass and enter your zpass credentials to get a separate, auto generated password that works for Exchange/IMAP.
4. Put this new password in the password field, hit Next. It'll verify for a bit, then a server field will appear, filled in with 'pod51000.outlook.com'. Hit next again, it'll verify again, then everything will get ticks next to it!
5. Turn off calendars, contacts and reminders as they're not necessary (no, there isn't a global UNSW contacts system accessible through this as far as I can tell). Hit next/finish. You're done!
Of course, this works on the iPad as well."
http://community.boredofstudies.org/showthread.php?t=275273&p=5736678&viewfull=1
Maybe it might work the same on the S3
