Jason Langridge (aka MR Mobile) has created a splendid MS Whitepaper (69 pages!) showing you how to deploy Mobile Messaging with the MSFP and Exchange 2003 SP2.
Get it here.
BTW I currently writing a 5 part article series covering all from the DirectPush technology to the Remote Wipe tool, much of this stuff will probably also be included in this whitepaper (haven’t read all 69 pages yet) but not as detailed which makes it a good first read before moving on to this whitepaper.