exchange 2000 outgoing email probs

HELP!
I’m setting up an MS Exchange 2000 system. I have it working fine with all my stations sending / receiving internal email and also it works fine for receiving email in from the internet, however when any workstation sends email out to a valid internet email account it seems to go out (states it was sent) and we never get a message back stating undelivered but yet the mail never gets to the person we emailed. We have tried several email accounts and no one ever receives the mail. ANY CLUES???