Connect to Office 365 via PowerShell

1. Allowing PowerShell executing scripts: https://headadmin.net/?p=172

2. Do this in an elevated PowerShell promt:
$UserCredential = Get-Credential

$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://outlook.office365.com/powershell-liveid/ -Credential $UserCredential -Authentication Basic -AllowRedirection

Import-PSSession $Session

http://technet.microsoft.com/en-us/library/jj984289(v=exchg.150).aspx