Why are some of the appointments I create on my iPhone not appearing in my computers calendar?
To avoid this happening set the default calendar on your iPhone to your Exchange calendar. When making new calendar entries using your iPhone, these will be saved to your Exchange account and you only have to manage one calendar. The same information is then accessible from both your computer (Exchange account) AND your iPhone. If you really want to keep separate calendars on your iPhone, make sure you back up your information regularly using iTunes and just be aware of which calendar you save your appointments to.