Spam mail on proxy 2.0 and nt 4.0

Hi..My company is using proxy 2.0 on nt 4.0 server for the staff to access the internet..no firewall yet.
But we installed mailsweeper to filter mail and avoid mail relaying.
Recently someone has been using our registered ip on proxy server and mailsweeper to relay mail….can anyone advise me….I have installed service pack 6a..how to avoid the security hole?
this is their complaints –

your host is opening SMTP
connections on our mailserver every 10 seconds. It’s opening a
connection,
sending an EHLO, then closing the connection with a QUIT after we respond.