I'm having trouble connecting my Exchange Server with my Apple Mail product.

Per setting up the account, I'm getting email, so, I believe my Exchange IMAP is correct, but, I cannot send email to anyone outside my internal network. The wierd thing is that when I go to the Connection Doctor (after I get the Try Again...or...Try Again with Selected Server screen), I get a green light on the SMTP Server and a red light on the Exchange IMAP Server. Any comments would be appreciated.