[exim] relay not permitted?

OK. I use Exim on FreeBSD, in a jailed environment on a co-located
server.

I'm forwarding my mail to an external address (bkhl@???), and
that works fine. However, if I try to send mail to that external address
,or any other address, I get this in the log:

2004-10-04 12:39:44 H=nuala.thaning.se [69.55.224.143] F=<bkhl@???> rejected RCPT <bkhl@???>: relay not permitted

What that does mean? What can I do to fix it?

I'm attaching my Exim configuration file, in case that can help someone
understand the problem: