Exchange open ports

Hi,

I have client running WinNT 4.0 and Exchange 5.5 and they are behind Sonicwall firewall. The exchange is listed as a OPEN RELAY at this DSBL.ORG. But the exchange is setup for closed relay. We still have problem to send email from exchange toa lot of email addresses end with yahoo.com or aol.com or …. I talk to these people at dsbl.org and they said “Appear to be
running an open http, socks4 and socks5 proxy on the exchange” Can any body tell me what they are talking about and how toresolve the issue. Thank you very much for any input. Moe