third party client can't send email to external address!?

[Jeremy]

Hi,
  We have an Exchange 5.5 and Microsoft Outlook as a client.  We have a
couple of users that uses Purchasing Net on their PC .  This software has
the ability to send out an  email directly to our exchange server , then
our email server should take care of the rest.  It works  internally ,but
externally it doesn't .

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