Problem with the Mail (2)

Contact Form 7 works perfectly good in our website, but we are having an issue with the Mail (2) or auto response email. The only way it works is if the recipient’s email belongs to our domain, if it’s from a different domain it gets stocked and id does not delivery the auto response.
Our company uses Microsoft Exchange 2010 and it is catching those auto response emails from Contact Form as undeliverable, generating an error code (5.7.1 Unable to relay)
We know that, by changing the settings in MS Exchange we can fix the problem, but we also know that by changing those settings, we will open a gate to have our email system vulnerable and unsafe.
Is there a way to fix this problem without having to have our email system compromised?