You need to Authenticate with SMTP to send email to external domains. In your client SMTP settings for what ever e-mail client you are using, look for a box laberled something like "My server requires authentication"
On a side note, I see you are using the Default SMTP receive connector on port 25, some ISPs block access on port 25 on dynamic accounts in an effort to block mass mailer viruses. If this is a mobile computer, I recommend using the Client receive connector on the default port 587. This connector is installed strickly for Client access purposes. You will also need to open this port in your firewall and forward connections on this port to the Exchange server.