You need configure relay on mail servers to message gateway products.
Exchange's SMTP virtual server does not support authentication. In order to use smtp-proxy, you must add an SMTP connector.
Important: If you are using Exchange with smtp-proxy, you must configure your server to reject invalid recipients during the SMTP session, rather than generating NDRs and sending them out later. In the Message Delivery Properties dialog box in Global Settings, find the Recipient Filtering tab. Make sure that "Filter recipients who are not in the Directory" is checked, and Apply the settings.
(It's important to note here that if you have multiple Send Connectors you need to change each of these to route through SecurityGateway or the new connector you added above won't take effect)
Follow also the procedures necessary bellow for configure the environment correctly for SMG servers: _http://www.symantec.com/business/support/index?page=content&id=TECH122730
Microsoft Exchange Server 2000 versions.
Microsoft Exchange Server 2003 versions.