When you have a problem in Outlook, it can sometimes be a good troubleshooting step to see if the same thing happens in OWA.
Here's an interesting tale of how an error is presented differently in Outlook 2010 as opposed to OWA 2010, and how using OWA helped track down the issue. I recently noticed that the Unified Messaging Play on Phone option in Outlook 2010 was producing an error when selected. The error message was "Contact with the server has temporarily failed, please try again later". This doesn't exactly help narrow down what the issue might be.
By chance, my colleague attempted the same operation in OWA 2010 - namely to click the Play on Phone button. This time, though, he got a different error message. It read "The number cannot be dialed because it does not comply with the policy of your organization".
That's more like it! A descriptive error that led my colleague to examine the UM policy properties in the Exchange Management Console where he found that the option titled "allow calls to extensions" was not selected. Why it wasn't selected is another story, though.