Outook 8.2mac / Exchange 5.5sp2

why does my mac want to connect to my exchange server from outside the companies firewall? When I close down my ports on my firewall to the exchange server the macs cannot get email. but both machines are behind the firewall. The exchange server is in a DMZ behind the firewall on a different subnet then the mac.
HELP. I want to lock down the ports to my exchange server for security concerns and I do not want to keep ports 135,1040,1050 open for the macs.
Thanks,
JIM