In the case where you (or a third party) are operating your own Exchange server, we can support this by making an adjustment to the DNS zone records for your domain. To do this we normally set up a custom MX record for your domain, and set it to point to your Exchange Server. This allows other machines on the Internet to find your Exchange Server and deliver mail to it.
To do this, you must give us your IP address, and we will create the custom MX record in your domains DNS zone file. Once the MX record is set, it may take up to 24 hours for the change to propagate across the Internet. Mail delivered before the propagation is complete will likely be delivered to your old mail server, which may be our POP3 server, if it was originally set up as such. If any errant mail ends up in our POP3 server, you can still retrieve it through WebMail. If it goes to your old hosting company, you should ensure that you can still access any received mail for a day or two after the change is made.
When you set up your Exchange server, you should not need to make any specific settings with regards to our network or IP addresses. Our network only gets involved through DNS when supplying the MX record to a remote computer that is trying to deliver mail to your Exchange server. Once the remote machine gets the MX record from our DNS server, it directly contacts your Exchange server via SMTP and delivers the mail. The mail itself normally never goes through our network.
If you have multiple MX records, other machines can temporarily hold your mail prior to delivery if your Exchange server is down. You may need to make special settings if you have multiple MX hosts. Please see your Exchange documentation for more information on this topic before contacting our support department. We may be able to help if you need specific information on advanced mail routing issues, but we cannot provide Exchange Server support under our standard hosting agreements.
If you are using ASPmail to send mail from your website, by default you should be using our outbound SMTP gateway rather than your Exchange server. This will improve performance and reduce traffic to your Exchange server. To do this, usually you can use the default SMTP pointer we created for your domain when it was first set up. This is usually the prefix "smtp." followed by your domain. For example:
Mailer.RemoteHost = smtp.my-domain.com
Although we cannot provide Exchange Server support, we do run a number of mail services, and we can offer this advice:
In general, you should probably allow all incoming SMTP connections that are trying to deliver mail to the domains hosted on your Exchange server. You should reject all deliveries to domains that are not on your Exchange Server. This will allow anyone on the Internet to send mail to your domain (which is normally the whole point behind having email). Essentially, you want to give every machine a chance to deliver to you, and if the mail turns out to be for someone else, send it back, just like you would with a real letter.
You should set your SMTP service to deny relaying of mail originating from outside your local network. Exchange can act as the relay for your local workstations, but you should not normally relay for anything outside your LAN. Typically, IP lists or other machine identification techniques are used to restrict relaying. The reason for restricting relaying is that there are people will find your open relay and will abuse it by broadcast huge volumes of material using your servers. This material is commonly unwanted bulk email (yes, spam), and can include pornographic or other material you or other people find undesirable.
If you have a firewall, it may be used to block specific machines that you find are sending unwanted mail to you or are trying to use your Exchange server as a remote relay. Consult your firewall documentation for details on what you can do to with regards to restricting access to your network.
You may also be able to use software packages to set up filter lists and other mechanisms to prevent, filter or monitor incoming and outgoing mail. This is a huge topic all its own, you will probably need to some research to find the right tools for your network.