For some reason, the Exchange setup skips this obvious question and nearly every person runs into this with their first Exchange implementation. The default is either machine.domain.local (note the local), localhost or the ISP (as it looks like in this case - dsl.com)
Much more common than the MX record, although that also needs to be checked.
If you don't have a domain, you can use Smart Host and have Exchange send via your ISP's smtp server
:-(