I use Mac Mail right now. Will I have to switch to Entourage? Will my Address Book on my mac sync up with the new system?

Not if you don't want to. Apple Mail has configurations to natively connect it to Exchange.

Step 1) 

Go to the "Mail" menu, and select preferences...  

Step 2)

Click the "Accounts" icon ..

Step 3)

Click the plus "+" sign in the lower left corner...

When you see the "General Information" window appear, it will probably read "Account type: .mac". It's from this window where you pull down to Exchange. From there it's just a matter of configuring all the other settings, which will be coming later. But as you can see, Apple Mail has been Exchange savvy for sometime. Moving to Exchange means better response and functionality for the client you already use. For you address books we can simply add the new Active Directory LDAP settings to Apple Address Book application. I would say though that there is an added benefit to using Entourage over Apple Mail, which is the calendaring, tasks, etc... I'll have tutorials on this coming soon.