Mail_Mime question

I currently have an application set up using Mail_Mime to send out e-mails to a list of folks in a MySQL database. These are people who voluntarily sign up via a web site. These are not spam mails that are going out. It's working fine for the most part, but I have come across one problem. It may be my server's configuration, but some of the messages aren't getting through spam filters because of relaying. The headers on the e-mail show the message being sent from a different domain than the sender's. For instance, the sender might be info@mycompany.com, but the header says: Received: from nobody by noone.mydns.com with local (Exim 4.20) My question is, how can I get Mail_Mime to use the correct SMTP server? I should add that it's a shared server account hosted by a third party. Thanks, Tony Thomas