SMTP Relay Configuration

Currently i have an SBS 2003 server and a mail relay server that has antigen for smtp gateways installed.  I want to be able to use the disclaimer text that antigen should append to the end of the mail.  All external mail seems to be going out through the sbs server's default gateway and not the relay server.  All incoming mail is coming through the relay server no problem.  Under the properties\delviery\advanced of the smtp server, i've set the smart host value to be the relay server [X.X.X.X] but it is not relaying the mail to the relay server for outgoing mail.  Do i have to set it at the connector level?