If your external domain name is different than the internal domain name for owa you need to add a virtual host for owa. Because we're also using owa internally, I added a secondary ip-address to the owa server and put the virtual host on it.
4. In the Advanced Web Site Identification of the default website, add the secondary IP address and enter your external domain name in the Host Header value.
Now you can access Outlook Web Access 2003 on https://your.domain.name/Exchange, and your users are able to move and delete e-mail and don't get any security warnings about displaying nonsecure items.