Pedro Alves has made a nice blog post about DPM 2010 and Exchange 2010 DAG Protection.
DPM 2010 provides node based protection so the state of the database on the node – whether it is an Active copy or a Passive copy of the Exchange 2010 DB does not matter. The state of the database may switch back and forth from Active to Passive, but DPM will continue to protect the DB as long as the Exchange server is up and running.
Read his blog post here.