SMTP Server forwarding mail

I've made an SMTP server based on the Indy demo.  When I receive the
message, I get the MX record for the recipient's domain.  Then, I put the mx
information as the host in the SMTP client component and try to connect.  I
was successful sending to my personal domain, but when I try to connect to
my work domain, the connection times out.  My work domain is thru an
Exchange server, personal is not.  Is there something extra to do when
sending to an Exchange server?