Open Relay Problem in MS Exchange Server

Currently I received an E-mail say my Exchange Server got open relay. Then I follow the instruction from Microsoft to correct the problem, the problem is fixed, but I can’t receive or send mail from the server after fixing the open relay.
The server config is, I got 5 domain using same IP address install on the Exchage server, the DNS is in our ISP. All 5 domain set as inbound. If I let the open relay open, I can send and receive mail through the server, if I set the open relay open, I can’t send and receive mail.
Can any one suggest ways to solve the problem.
With many thanks.

Felix