Back at the Home tab in the Windows SBS Console, ensure you have checked the tasks you have now completed. Many ISPs require outgoing email to go via their SMTP servers so that they can control spam on their networks. The SMTP server is referred to as a smart host in Exchange 2007 and SBS 2008.
You may be able to skip this section if your ISP allows you to send SMTP email on port 25 without having to route it via their own servers. Many ISPs, including my own, do not allow this, so you have to route mail via their SMTP servers. If you do not use a smart host, then SBS 2008 will route via DNS and make direct connections with the mail servers that you are sending email to.
This should give you a console like this where the next step is to Configure Smart Hosts for Internet e-mail.
To configure this, click Configure Smart Hosts for Internet e-mail and click Next at the introductory screen. Select the I need to configure a Smart Hosts server for Internet...