In Thunderbird, Skip any intro screen and click Menu, then Addons. Search for and install the "Lightning" addon, then restart Thunderbird.
This time, click "Use my existing email" on the intro screen. Fill in your name, email address, and Active Directory / Exchange password, then click "Continue".
As soon as it starts searching for settings, override it by clicking "Manual Config".
In the manual configuration section, enter the following:
Username: Your Active Directory / Exchange username in the format DOMAIN\Username.
Click "Re-Test", then "Done" and accept any SSL warnings that either of those produce.
Back on the Thunderbird main screen, you should see your emails starting to download. Click Menu > The Arrow to the Right of New Message > Calendar. Enter the following:
Locate your calendar: On the Network, Click "Next".