IIS and external email

Windows 2000 advanced server with IIS, smtp set up the remote pointing to the IP on my exchange server
Windows 2000 advanced sever with Exchange 2000.

Our website has people register and we return a confirmation email to them. the return confirmation only work internally not externally.
Externally give an error message on the script.

My web person claims I have a problem with exchange.
Do I have to make any changes on Exchange to allow external email through the web site?