[Exim] Relay questions..

I am very confused by all this relay stuff..

All I want to do is send and recieve emails..

I can send/recive locally just fine.
I cannot send mail outside of my domain from ANY machine OTHER than my mail
server.

I am not a mail guru, and was told that exim is eaiser to use than sendmail,
however, Im still confused.

Any suggestions? The docs confuse the hell outta me.