Local mail exchange and remote website?

Hello,

I have a website pointed at an external ip address and need to have my
mail on the local server. I am using cpanel and whm.

Does anyone know why I would be getting the following error:

This mail server requires authentication when attempting to send to a
non-local e-mail address. Please check your mail client settings or
contact your administrator to verify that the domain or address is
defined for this server.


Is there something that I need to add to the dns zone to make this
work?

Thanks,

Tom
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