I have installed four untangle servers in different location, 2 of these had no issue with emails not being sent through exchange, 2 of them, did, the 2 that worked had new Linksys wag 200g routers with the up to date firmware and the 2 that were having email issue had old dlink routers or out of date firmware,
Update the firmware or replacing the router has fixed this, I tried putting a bypass rules in untangle, this made no difference, 3 com office connect router seem to be ok.