ActiveSync 4.5 detecting Exchange Server - how does it do this?

Hi
I run Windows SBS 2003 with Exchange 2003 SP2.
I have a new HP iPAQ PDA with ActiveSync 4.5 installed on the desktop.
I have my own domain name mydomain.co.uk
I manage my own MX records and point them to
mydomain.co.uk.server.spamfilter.com
From outside my own network, I can access outlook web access on
https://www.mydomain.co.uk/exchange.
Inside my network, I use http://servername/exchange, as the internet URL
doesn't work.
When I try to configure ActiveSync to connect to the server to retrieve
settings, I tried entering www.mydomain.co.uk as suggested, but ActiveSync
doesn't detect an Exchange Server.
If I enter the local name of the server, servername.mydomain.lan, it detects
ok but of course then I will get certificate issues on the PDA and also the
config won't work away from the office.
For possibly related reasons, an old PDA that used to sync fine can no
longer connect to the server. I generally get innocuous error messages like
Internet_2 (timeout) or Internet_31 (dropped SSL connection)
I am trying to localise the problem. Does ActiveSync use MX records to
locate servers (in which case I guess the issue is the spam filter)? Or is
it some other problem related to DNS? Or a completely unrelated firewall
issue? (I have ports 80 and 443 open on a basic router)
Any observations gratefully received.