I am going setup a DAG in a brand new single-site two-server Exchange 2010 SP1 configuration, with both servers running CAS/HUB and MAILBOX roles and hardware-balanced CAS (no Edge roles nor Unified Messaging at all). I have read about this configuration on the Internet and everybody agree that it is a supported scenario, allowing HA using only two servers, but I see now that DAG need also a Witness folder and it hasn't to be located on a server partecipating into DAG. So, how it could be possible to use only two servers if both are giung to be added into the DAG?
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It is a supported configuration, however you will need a third server as MadBoy points out.
A better option is to have three servers and place the hub role along with the witness share on it. The hub role doesn't require anywhere the resources that you are already placing on the other two servers.

Nate
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Except that you need 3rd Exchange license and if the Hub goes down you can stick your head in your laps and cry ;-) – MadBoy Aug 29 '11 at 17:19
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You would still leave the hub roles on the other two servers as well. As long as both members of the dag are up the witness share can go offline. The idea is that the exchange team has control of all of the servers required for the infrastructure. – Nate Aug 29 '11 at 18:18
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1Maybe in companies where another 500-1000 euro doesn't matter this isn't an issue but for companies that want to put everything on 2 servers to be able to use everything you can safely assume money is an issue. Having additional license just for HUB to give control to Exchange team is a bit out of scope for SMB. – MadBoy Aug 29 '11 at 19:01
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You are correct. However if you give answers based on what the minimum requirements for a product are then you will usually end up with a minimally efficient system. Microsoft best practice is to have all components, including file witness, under the exchange team. Your accidental exchange admin might not notice the xyz department server has been down for two days till suddenly their dag looses quorum and doesn't fail over. – Nate Aug 29 '11 at 19:40
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We all want to use best practice from Microsoft. This means each role should have its own server to really meet them. I would love to have 10-12 exchange servers but in reality SMB can't afford it. – MadBoy Aug 29 '11 at 20:39