Microsoft Exchange - POP outside users not able to recieve emails from internal users

I have a customer who has SBS 2003 standard running exchange but not using the internal POP connector. Instead they are using a third party pop connector. The email is being hosted by some webhosting company. The problem is that they have two people who have company email accounts but are outside the office. They able to recieve emails from anybody except from people in the office. For some reason the emails are not reaching the webhosting company. Could it possible be that the emails are traveling inside the local network and not getting out? They do not use exchange and instead they use outlook with POP/SMTP pulling directly from the webhosting company.
 
They way I setup one account is going to the webhosting company and setting up that persons email account. when that didnt' work I tried setting up a local user account (which they don't need because they don't sign on to the network) on the server. Still nothing. What am I doing wrong???