When you attempt to set up Mail on Mac OS X 10.6 with IMAP mail settings, you are not given a choice of mail protocols. Instead, Mail automatically detects and uses Exchange mail settings. At no point are you given the choice of selecting IMAP.
The "Account Summary" screen, which is the final screen of account setup in Mail, indicates that the Account type is Exchange 2007 and the Server address: is exchangevip.illinoisstate.edu. However, this is not the account type or server address you want to use.
This problem is caused by Mail's ability to autodiscover your account settings and because you have an account on the campus Exchange server.
When you enter your email address and password on the "Add Account" screen, Mail uses that information to determine that you have an account on the Exchange server and assumes that is the account you want to use.
To force Mail to allow you to select IMAP, you must hold down the option key on your keyboard while clicking Continue on the "Welcome to Mail" screen.
For detailed instructions on configuring Mail for use with an IMAP account, please refer to: