Internet Mail Service on Exchange 5.5

I am trying to setup a Exchange 5.5 server on a Windows 2000 box. When I go to add the Internet Mail Service, I get the error:

The Internet Mail Service requires the DNS domain name to be configured on .

I looked in TCP/IP and can not seem to find what it wants. It is a Win2000 box with SP-2. Exchange is SP-4. Any help would be good.