Exchange 2000 SMTP Global Settings

I have a client running SBS 2000 with Exchange. The domain is “domain.local”. The SMTP domain name is set to “mycompany.com”, which is the client’s internet domain name. The internet domain name is hosted by a 3rd party web host. When users sendto jondoe@mycompany.com, the Exchange server rejects the email for invalid address. How can I change the Exchange server to pass the email to the internet smtp server?