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550 Unable To Relay when webserver tries to send external email

I have a web server that is located behind the DMZ interface of our firewall.  The website allows customers to send emails of collections lists.  I have allowed the web server smtp access to the exchange server in our internal network.  On the firewall audits I can see that the traffic is passing the firewall.  The web server will send the email to internal email addresses, but when it tries to send to external email addresses, the exchange server returns a 550 unable to relay error message.  I followed these directions from Microsoft (http://technet.microsoft.com/en-us/library/bb232021.aspx), but the server still will not email external users.  Any suggestions or assistance would be greatly appreciated.  
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Thanks for the suggestion.  I added the firewall interface to the allow relay list in Exchange.  However, that change did not resolve the issue.  The program on the web server that handles the emailing will not allow me to enter in any type of user name so I don't know if authentication of any type will work.  
I j ust noticed that the email address is not linked to an active directory user account.  Would that cause this problem?
No, it should be fine.  Did you make sure to run the following code from the Exchange Management Shell?  Also make sure "Anonymous Users" is checked in the "Permissions" tab on the receive connector properties in the Console.
Get-ReceiveConnector "ServerName\Receive Connector Name" | Add-ADPermission -User "NT AUTHORITY\ANONYMOUS LOGON" -ExtendedRights "Ms-Exch-SMTP-Accept-Any-Recipient" 

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After looking in the SmtpReceive logs, I noticed that instead of the DMZ firewall interface IP address, it had the firewall internal IP address listed.  Once I added the firewall internal ip as a receive connector, the external emailing problem was fixed.  Thanks again for your help!