Its sitting in the "Export" folder of something called "Internet Mail Gateway".
Actually, I looked there, and it's not there.
What ever that is, it seems unecessary. To gateway email to the internet, setup the SMTP Gateway, as you've done. Mark it the "default" gateway. Thats' it.
That's how it's set up. It seemed straight forward, although I tried several permutations when the incoming mail didn't work properly the first time.
You'll probably want to upgrade to v5.6/5.7 once you get into this a little deeper too. Maybe use the v5.6 demo as a starting point instead of your 4 yr old version.
I get the same result both with my old version 4.0 and the 5.6 demo.
