Quick Tip: Don't use underscore character in CRM webservices URL

Recently I was setting up CRM for Outlook client on a existing environment that we took over. CRM for Outlook would always display the following error after entering the organisation url details in the configuration screen.

The underlying cause seems to be the underscore character in all the crm service urls. The relevant KB316112 article says:

Security patch MS01-055 prevents servers with improper name syntax from setting cookies names. Domains that use cookies must use only alphanumeric characters ("-" or ".") in the domain name and the server name. Internet Explorer blocks cookies from a server if the server name contains other characters, such as an underscore character ("_").

Since CRM for Outlook cannot set the cookies, the client cannot be configured.