[Exim] Using an external smtp server

Hi,

As people like Yahoo! clamp down on spam, I can no longer send email to
some addresses from our DSL connection (the DSL company has no SMTP
server). Our website host has an smtp server, which they have opened to
us (authenticated). Ideally I don't want to bog down their server with
ALL our mails. How do I:
A) get exim to send all email through smtp.websitehost.com
authenticated?
B) if possible, get exim to try to send email directly first, and if
that fails (as in Yahoo, which sends back a 553 permanent error stating
that it does not accept email from my address range) then send the
messages via smtp.websitehost.com?
Sorry for my ignorance - I'm new to Exim, having just played around
with Sendmail and Postfix. I'm a bit muddled with all the docs I've
just read, so not to clear on Exim config - it's quite different to the
other two MTAs, but seems more logical to me.

Many thanks in advance,

Gregor