Outlook, like Entourage before it, isn't setup to support MobileMe natively as an account that it will sync more than Mail with. I understand you eventually want to get data to your iPhone, but Apple's central MobileMe service just can't talk to Outlook as you're hoping, which I will now attempt to explain:
In the past, syncing other types of data than mail was accomplished by setting up MobileMe in each of the corresponding apple apps(iCal, Address Book) and then enabling SyncServices in Entourage to have it push and pull updates to the data. With Outlok 2011's release, only contacts were supported via Address Book, and mishaps were reported when Calendars were eventually turned on:
The moral of the story is Microsoft has shown little excellence in the area of email clients besides the ones on its platform(Outlook for Windows) talking to its mail service(Exchange). Apple will have the best clients for its service, even if it is spread across multiple apps(unless you choose to use the web interface for everything).
More background on what was available, and one report on using 2011 with sync services: