I need to run Outlook on Vista laptop, but when I try it tells me I have to get the "Exchange Server" set up?

Exchange Servers are mostly used in corporations and medium/large businesses. Most likely, you will need to setup a POP3 account in Outlook and delete the Exchange account if there is one. Also, if your using Yahoo for your e-mail, it will not work in Outlook unless you have the Paid Yahoo Premium account that supports POP3 usage.