MX records are only required for incoming mail. For outgoing email you need an A record for the external IP address (outgoing from the firewall/NAT), and should have a corresponding PTR record pointing to it. You mail server should identify itself using the name on the A record.
You need the firewall open for connections to port 25. Some sites may try connecting back, but they should use your existing MX record to locate the server to connect to. Try using telnet from your mail server to port 25 on the host you have problems with.
You are likely not on the right track.
Try configuring your SMTP server to send all your email via your Groupwise server or your ISP's server. This will resolve any number of problems as you should not have the authentication hoops you would otherwise have. If you do so, you can skip the following.
Make sure that both your domain and IP address can be resolved via DNS. I have been blocking a lot of spam based on lack of DNS servers for either the IP address or the corresponding domain lately.
Check to see if you have SPF defined for your domain. If so, you may be blocking yourself.
Check to see if your address is on any blacklists. Spamhaus is heavily used and trusted and easy to get off of in many cases.
