Outlook cannot set up an account that uses ActiveSyncOutlook cannot set up an account that uses ActiveSync, it can only speak the native Exchange protocol through RPC (or RPC over HTTPS, also known as Outlook Anywhere).
Gmail only publishes an ActiveSync endpoint, so unfortunately on the desktop you'll need to use IMAP for email and Google Calendar Sync for calendars.
It appears that Outlook 2007 has proper support for calendars over WebDAV, so you might give that a try. You still won't be using the Exchange protocol, but at least you won't need a program sitting around just to sync calendars.