Rule one – do not put your Exchange server where it’s directly accessible from the outside, so not in your DMZ nor directly connected to the internet in any way. You need to relay mail from the outside to your internal network. ISA server will do this with a feature pack, or you can use a mail relay program (used Rockliffe before for this, any will do). Put your spam/virus filters on the relay. Outlook will find your exchange server fine so don’t worry about that aspect, worry about where you are going to put your security.