Bypass Exchange for Outgoing Email

I have a client running Small Business Server 2000, using Outlook 2000 as an email client. They use the SBS Exchange Server for the server based mailboxes and public folders only. Each user retrieves email from an ISP’s POP3 account. Exchange is intercepting and sending all outgoing mail. This causes problems by adding the local email address in the reply field (user@mycompany.local). If I change the smtp address on exchange to the domain name (user@mycompany.com) Exchange sends the email directly to the users mailbox and he can’t access email when out of the office.

How can I bypass the Exchange server for ALL outgoing email?