Hi
i'd bet that he has more than one calendar set up on his iPhone, and the appts created on his iPhone are going into the non-exchange calendar. in which case they will not be being synced.
go to settings -> mail, Contacts, Calendars and see whether any account has a calendar attached to it (apart from exchange). delete those that are unwanted. if they are all needed, scroll down to the bottom of the screen and under the calendars heading change the default to the name of the exchange calendar.
to move items from one calendar to another is more tricky. i would do it like this (assuming you are not using snow leopard):
1. set up entourage to sync with iCal (entourage->preferences)
2. perform the sync (should be automatic but if not, launch iSync).
3. make sure that the iPhone is synching cals with the mac. this is done, counterintuitively, in iTunes when tethered.
4. once synced, go to iCal and export all the events from the wrong calendar into an ics file
5. import the ics file in the iCal calendar that is syncing with entourage (usually called Entourage).
6 go back to iSync and perform the sync again. the appointments should now show up in Entourage.
this is a once only thing. the user will not need to do this each time so long as he makes sure that he is creating appts in his Exchange calendar (you can specify the calendar in the add event screen on the iPhone).
hth