Jason,
Unless the installation of the Email Router was explicity in the original scope of work then it probably wasn't installed. As you are using CRM Online the Router doesn't live out there. It is a separate function that would be installed on a server or possibly a pc that was in your network.
So if you have a server in your local network I would go there and then go to Start/Programs and see if you see Microsoft Dyamics Email Router in the program listing. If it isnt' there check another server, if not you don't have it and it will need to be installed and configured.