[Exim] system_filter_exim + relaying through provider's SMTP

I have exim 3.33 up and running and am really enjoying it!

I'm on a DSL connection and my box must relay all outgoing email through my provider's SMTP server. I read through the FAQ and found an item that showed me a rather simple way of doing that.

I added the system_filter_exim to the configure file, and it's catching that stupid gone.scr thing, but returned messages are not being delivered because my provider's SMTP server rejects them as relaying attempts.

Is there something I also need to change in the system_filter so it somehow delivers the returned messages differently? (well, naturally).

Any help is appreciated.

Gerry.