exim bashes firewall

Greetings, I am not sure how to explain this one, but here goes A third party company has setup a box running a firewall and exim The firewall is router as well with two interfaces and several aliases. The actual mail server is windows PC that spools all our mail to the exim mail server running on the firewall, the firewall forwards the mail to the internet.. The problem I have found is in /etc/resolv.conf if I hash out 127.0.0.1 localhost the internet flies and works perfectly. But the exim cannot relay mail, Any ideas on how to fix this? Thanks Chadley