Why does SME fail the mail relaying tests from some Web sites?
Relaying tests carried out by Web sites only test email reception, not its emission. The SME message agent will seem to fail this kind of test, but will not retransmit the message. These failures are therefore false alarms. The messages either will be turned over to the shipper, or transmitted to the administrator, according to your configuration in the page "Other email settings" in the Server Manager.
You can find more detail on mail relaying and the relaying tests at these sites:
http://www.faqts.com/knowledge-base/view.phtml/aid/1198/fid/206/lang/en
http://www.mail-abuse.net
http://www.abuse.net/relay.html
The relaying test of abuse.net carries out a complete test, by sending a message to your server to discover open mail relays. It is the only effective method to detect open relays.