Exchange prob – with relay not allowed

I installed MS Exchange 2000, have DNS working and AD set up, ran netdiag and dcdiag and both passed on everything they check. When I try to send a test email I get the following error –
550 5.7.1 Unable to relay. I read MS article 289553 and don’tquite understand instruction 4 –

“In the SMTP Address Properties dialog box, in the Address field, enter @expecteddomain.com where @expecteddomain.com is the domain that then sender is attempting to send to. Click Apply, and then click OK.”

AsI understand this statement, I would have to add every domain that email will ever be sent to, this is not right at all. How many thousands of domains would I have to list here, too many. I obviosly don’t understand something here correctly.

Could someone please shed some light on this for me?