If your Exchange Server 2007 is currently able to send emails externally, a Send Connector must already have been created and configured correctly on the Hub Transport server. Configuring Exchange 2007 to use the Sonicwall Smarthosts, therefore, just requires you to modify the settings on this Send Connector.
For Exchange 2007, Microsoft has split up into separate roles, the various jobs that Exchange has to perform, with the implication that each role will be handled by a different server
The Hub Transport role is the one responsible for sending and receiving external emails
-Open Exchange Management Console -Click on the + next to Organization Configuration -Select Hub Transport and -select the Send Connectors tab:-
-Right-click on the existing Send Connector, select Properties and go to the Network tab.
-Select "Route mail through the following smart hosts:" and click Add:-