[Exim] V3.20 Can't maintain connection for multiple emails

I want to externally deliver messages using the same connection to the
remote server.

What is currently happening is that each mail is being sent to server A by
establishing a connection, sending the mail, pulling down the connection
and then repeating.

I have tried using queue_smtp_domains but it does not seem to have any
effect.
Any ideas?

PS. I have only been using exim for 2 days now so be kind :)

Daniel Myers
Systems Administrator
Pretzel Logic.