[Exim] "remote host address is the local host"

Hello there. I am a beginning exim user, and I am having some
difficulty with relaying.

My mail server is set up as "mail.domain.com", with "domain.com" as
the domain. If I receive mail addressed to "user@???", it is
delivered fine. However, mail addressed to "user@???" is
considered foreign to exim.

Unfortunately, I don't want to just set "mail.domain.com" as another
domain; this is a hack and will cause trouble with virtual domains.
How can I tell exim that user@*.domain.com messages should be treated
the same as user@????

I tried using "relay_domains" but then I get the weird error that is
in the title: "remote host address is the local host" and it freezes
the message. I read the faq but its solution for virtual domains
isn't clear.

Here is how I'm handling virtual domains:

virtual:
driver = aliasfile
domains = dbm;/usr/exim/dbm/domains
# no_more
file = /etc/mail/$domain
search_type = lsearch
file_transport = address_file
pipe_transport = address_pipe
user = mail
group = mail

Any ideas?

Thanks,
Mark