[exim] exim4 behind a firewall does not work?

I currently am running Debian stable (latest).
I am also running Webmin.
Inside Webmin I am running "webmin-firewall."

Now I told the firewall to by default block everything but accept 25 tcp/udp
for exim4 but I noticed even with that setup, exim4 fails to work from the
Internet. Only reason I believe it works from the LAN is because I told the
firewall also to not block any traffic coming from the LAN machines.

Do I need to tell exim4 what ports to use? I really don't want to leave my
machine only just to send and recieve email.

Also, to recieve email at local-user@???, is that a virtual domain
or do you tell exim4 domains like that somehow else?

--
Love Joy, Peace, Patience, Kindness, Goodness, Faithfulnes, Gentleness,
Self-Control.
^^ You need all of these.