If host headers were used to install the CRM web site on the web server then you may run into problems when configuring the CRM Client for Outlook.
During configuration you may get errors saying that the CRM web site cannot be contacted (even though you can in Internet Explorer).
The solution is to follow the steps in this article:
http://support.microsoft.com/kb/947423
Be warned, you will need to edit the registry on the server and directly update tables in the MSCRM_CONFIG database.