I was able to get past this point by creating 2 Mail profiles.
Click start, control panel, mail (32bit app)
Create 2 new profiles, one called BlackBerryServer and one called BlackBerryManager. Use the server type as Zimbra Collaboration Server, and enter whatever admin will be managing your accounts. Once those accounts are already there, this setup step "skips" the creation of an exchange account cause they are already there.
You also might want to go ahead and login to the BlackBerryServer profile once, so that it can get the GAL data, cause in a later step you'll want to select it and delete the personal contacts address book.