Hi Mehnihma,
Do you mean that when configuring the Exchange account in Outlook 2011 for Mac, you receive the following message?
If this is the case, it’s a normal situation when Setting up Outlook 2011 for Mac with Office 365. Please check the option “Always use my response for this server”, then click “Allow” to continue the process.
For more details, please refer to: Set Up Outlook for Mac 2011 for Your E-Mail Account.