[Exim] Operating systems

Can anyone advise me on this please...

We run a Wondows NT server.

We have been told that our current SMTP email set-up is running as an Open
Relay and that we need to stop this happening.

We have clients who send out emails to mailing lists stored on our server
and managed using Cold Fusion. Everything is managed properly - at most we
will have a single send of around 8000 emails per day.

In addition, various clients have websites on our server where orders etc
are also processed using our Cold Fusion and then sent out through our SMTP
software (ehich is QK SMTP server).

Exim looks good but seems to be for Unix only. Is this the case? Can anyone
suggest any low-cost alternatives?

Thanks

Ian Cox