I figured out the source of the problem: The System Attendant Must have a Lotus Notes proxy address.
To check if the System Attendant got a Lotus proxy address, fire up adsiedit.msc,
then go to:
Configuration / Services /Microsoft Exchange / Your Org name / Administrative groups / Your administrative group / Servers / Your Server with lotus conn / Microsoft System Attendant
On the properties page, go to proxyaddress, then edit and you should have something like:
NOTES:Microsoft System Attendant/First Administrative Group/
I didn't have, so i added it manually and it worked out !
Microsoft KB about this issue: Click here