Hi Javier,
I created a doc on how to setup LDAP + ASE.
It should be in a KBA/Wiki if you search for: ASE LDAP hansen.
If you can't get this doc I can email this to you, but i don't see any email on SCN.
Haven't done this using Exchange though.
For the ASE setup Cory's example should help as well.
This looks to be for a openldap(linux) type of setup.
AD LDS (windows) would be a little different in the URL.
Jeff is right that you need to have an ASE user to be mapped to the LDAP user.
You can have ASE automatically create a user as well.
sp_maplogin, LDAP, NULL, "create login"
If you have specific questions I'm sure someone will be able to help.
Regards,
Ryan