The E-series blog has a great post about Nokia's E-series phones and how it works with MS Exchange ActiveSync. While the E-series is targeted with business users in mind, I see some of them (as well as more casual users) still demanded for business features found on the E-series on the N-series phones as well, such as the N95 and the N82.

The installation file for Mail for Exchange that works on your N82 and N95 (and probably the whole cohort of the N-series phones) is available from Nokia's Business Software directory.