This guide in version 1.6 doesn't describe how to configurate a MS Exchange. We are currently working on version 1.7 and an extra chapter about this.
Please check your MS Exchange configuration again. The Proxmox mail gateway is listening on port 25 for incoming and on port 26 for outging e-mails. On your Exchange, the smart host setting must contain the ip of your proxmox mail gateway (internal) and port 26.