Configuring SMTP connector for SBS Exchange

I have an SBS 2003 server behind a firewall. I am trying to get Exchange to send mail, without success. First, I manually created an SMTP connector, and tried sending an email from Outlook on a client. The email disappears almost immediately from the outbox, but it never arrives at the outside email inbox. Then I thought that I should be using the CEICW wizard to create the connector, since doing most things in SBS doesn't quite work right unless you go the wizrd route. Unfortunately, trying to launch the wizrd bought me the following error message "The wizard cannot set the DHCP scope options. Ensure that the DHCP server service is running and that a scope is defined. Alternatively, disable the DHCP service manually, and then configure your client computer IP address properties". In fact, DHCP is not running on the server.

In my case, the firewall in question is a Watchguard Firebox SOHO 6, which is serving DHCP. Do I need to switch to using DHCP on the server ? Will the wizard then correctly create the SMTP connector ? Is there a way for me to manually create the SMTP connector that will work ? This would be best, since I don't really want to change the firewall config if I can avoid it.