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Be default, Exchange will not relay mail for anonymous users. This complicates sending mail from local appliances such as a PBX or copier.
http://www.chicagotech.net/netforums/viewtopic.php?f=1&t=7156
By default, the Default Receive Connector will not relay mail for anonymous users or devices. They get an error like:
530 530 5.7.1 Client was not authenticated (state 13)