As part of setting up outbound filtering with FOPE typically this requires configuring Exchange so that it no longer routes email to the Internet via DNS but rather routes all Internet bound email through the FOPE service instead.  The following are steps to assist in configuring your Exchange server to operate in this manner.

Exchange 2007/2010 uses a construct called "connectors" to route email intelligently.  Typically in an already configured Exchange environment there will be a Send Connector configured to route email to the Internet via DNS or sometimes via another Smart Host such as another filtering service or an email firewall type appliance on premise.

The first step requires determining the currently configured Send Connector for routing Internet bound email from your Exchange Organization
  1. Open the Exchange Management Console
  2. Select Edge Transport, if you have a single server select Organization Configuration and Hub Transport
  3. Click on the Send Connectors Tab.
  4. Now you need to identify which connector is utilized currently for Internet bound email.  If you have a simple environment there may only be a single connector configured in which case that is probably the connector you need to modify.  If there are multiple connectors we will need to examine the settings on the various connectors to determine which is used for Internet email.
    • Click properties on each connector and look at the Address Space tab
    • Specifically look for a connector that is configured with an Address Space of * SMTP which indicates this is responsible for * (ALL) email other than those with internal names spaces such as your organizations email.
  5. Once you have determined the Connector that needs to be modified open properties on that connector and click on the Network tab
  6. Change the radio button to "Route mail through the following smart hosts"
  7. If there were any previous Smart Host names please remove those from the configuration
  8. Click the Add button and add a new Smart Host FQDN of "mail.messaging.microsoft.com" and click Ok
  9. Ensure that the Smart Host authentication is set to "None". if not then click the Change button and clear the settings there
  10. Click Apply/Ok and exit the properties for the send connector
Once that has been completed Exchange should start sending all outbound Internet email to the FOPE service via the DNS name mail.messaging.microsoft.com.