A common trick used by senders of UCE is to send their spam via a third party relay
Why? Two main reasons
The only sure way to tell whether an SMTP server is insecure (allowing anyone to relay email) is to try and relay an email through it back to yourself
Some system administrators will get upset if you do this. While any reasonable sysadmin shouldn't object if you check that his system is insecure, then politely tell him so, there are a fair number of insecure sysadmins who'll go off the deep end and threaten law suits if you probe their servers. There are also servers which are secure, but which log relay attempts. Either way, don't probe servers on a whim, and send email to their admins afterwards explaining why you were probing their server
Before you can run a relay check you need to do two things
Then select Tools→SMTP Relay Check..., enter the server you want to probe and hit OK
A new window will open, showing the transaction. Even if the server seems to accept your relayed email it may throw it away without telling you. You don't know that it allows relaying until the relayed email arrives in your inbox