mail read on iphone not showing up on outlook

I am new to the iphone after long time BB use. Still trying to see why apple is better for email, not sure yet. I have an issue and not sure if it is an improper setting.
I use exchange server and if I read an email on the iphone it does not sync to outlook,it just isnt in outlook. I am looking at the phone and see the messages and they are not synced on outlook. Happens only on the messages I read first on the phone.
I have not changed any settings in outlook or the exchange server, just bought the iphone and set it up. My POP email account seems to be fine, just the exchange server account.
Does anyone have any idea as to why this may be happening?
vaio Windows 7