[Exim] Exim ain't receiving

Hello,

I've got Exim relaying messages from localhost, and
from Eudora (on my Win98box). However, it isn't
receiving mail properly. Eventually I'll be using
maildirs, but right now I don't care. I just want the
mail to get delivered somewhere. Here's an excerpt
from the Exim mainlog:

== nate@??? T=maildir_delivery defer (13):
Permission denied: cannot create
/var/mail/mylinuxbox.com//tmp
<= <> R=15nTIg-0000D1-00 U=mail P=local S=617
Frozen

It seems like /var/mail/mylinuxbox.com//tmp should be
something more along the lines of
/var/mail/mylinuxbox.com/nate/tmp

Any ideas?

Thanks,
Nathan