Software

do you get a delay in delivery report? a NDR? or does the email seem to just disappear?

Well... you are allowing port 25... how about port 110? 25 is to SEND mails and 110 is to RECEIVE emails :-D Remember that.
Port 25 - SMTP
Port 110 - POP

Cheers

do you have Send Helo intead of EHLO or ETRN/TURN enabled for your default SMTP connector? [exchange management, connecotrs, SMTP connector, Advanced tab,]. If so, uncheck Send HELO instead of EHLO and check DO not send ETRN/TURN. Check the advancedsetting to allow annonymous connections.

last answer on this for me.
open exchange management. expand <your exchange server> server, expand protocols, expand SMTP to default STMP Virtual Server. Right click on Default SMTP Virtual Server. Click on properties, click on delivery tab. Clickthe outbound Security Button. Make sure anonymous access is checked. click ok. Click on Access tab, click authentication button. Make sure Anonymous access, basic authenitcation and Intergrated Windows Authentication boxes are checked. click ok. Click on Connection button. Check that All except the list below is checked. Click ok. On the default SMTO Vitural Server properties sheet click apply, then click ok. This should allow outbound connections with NO authentication required. Keepting the default SMTP Virtual Server expanded click on Queues. You should see ALL green.

Next go to connectors , Click [or double click] to open the SMTP connector. The SMTO connector properties sheet opens Use DNS to route to each address space should bechecked and the local bridgehead server should say <your server name> default SMTP Virtual Server. If on click the add button and add your server and point to the default SMTP Virtual Server. Also, click on the advanced tab on the SMTP connector properties sheet and make sure Do Not Send ETRN/Turn is checked. Click on delivery restrictions tab make sure By default messages from everyone are accepted. Click Address space tab. You should see an entry SMTP * cost 1. and the connector scope is Entire organization. Close out all open property pages clicking ok.

Finally, check your DNS records. If you have an entry in DNS that denotes * [wildcard} pointer record, delete this record. Sometimes when installing DNS and Exchange on the same server a wildcard designation is created. This wildcard will prohibit email from exchange. {there is a Technet article on this. Will look it up if you wish].