also see Q193922 or Q196626 or 7696
for Exchange 2000 click here
Routing tab, select "reroute incoming smtp mail"

specify all the domains for which you handle incoming mail and mark them as inbound. Ok now you need to setup restrictions per microsoft kb article http://support.microsoft.com/support/ kb/articles/q196/6/26.asp so on the routing tab click the "routing restrictions" choice

select "hosts and clients with these IP addresses" and do not enter any IP addresses (this is a slick way to block relay).
Set all your client machines to use authentification to send mail, this is done in outlook under the server settings on the client machines.
There is a really good writeup of this whole procedure at http://www.exchangeadmin.com/Articles/Index.cfm?ArticleID=7696 if you want more information about how this works.