Microsoft Exchange Server 2003 - Can't receive email?

I've been asked to set-up a new user in the office where I work,
I created a new user (in Microsoft Small Business Server 2003) in the server management
the result:
the user is able to login from any computer
the user is able to send emails to any email address (yahoo, hotmail, etc.)
but the problem is:
eventhough the user can send emails to any address, the user can only receive emails from inside the office (i.e. emails from @ourcompanyname.com ) and not from hotmail, yahoo, etc.

I tried to look at the properties of other user to see what difference there is to correct this, but I couldn't

Any suggestions?

Many thanks

Thanks for your answer.
For other email addresses on the server, everything is working fine. so I assume to the SMTP is working.

How do I check the SMTP to this particular user?

Check the properties of the user and look at the Exchange addresses tab. Make sure they have the expected SMTP email address listed. If it isn't there create it. It's possible that at the time that the user was created, the automatic address generation process did not run properly. Short of some type of mail filter running in front of Exchange, it's the only reason that I can think of offhand why internal email would work, but external would not.

You may want to check that the smtp protocol is running.