This task is not directly connected to DNP and DNP does not aware of those settings. It can be deployed in different way. Here is our vision on this point. Hope it may be helpful.
Outgoing mail:
We advise to set internal Exchange server IP (more - IP of connector you create for sending DNP summary letters) as "Outbound SMTP server" in Central Administration > Administrator Tasks > Outgoing E-Mail Settings menu. Then allow relay for SharePoint server. You can allow relay by simple editing of receive connector you create for sending DNP summary letters.
Incoming mail:
It is quite more complex and tricky. Please first read this
http://technet.microsoft.com/en-us/library/cc287879(TechNet.10).aspx
http://office.microsoft.com/en-us/help/HA100823061033.aspx
Download and read "How to configure Email Enabled Lists in Moss2007 RTM using Exchange 2007" from http://www.combined-knowledge.com/Downloads%202007.htm
Main idea:
You deploy IIS SMTP on WSS server. Do not open or publish this SMTP (TCP 25) in internet
You decide what SMTP domain will be used for creating SharePoint incoming email addresses. For example - sharepoint.hosterdomain.com
You set incoming email settings in Central Administration > Administrator Tasks > Incoming E-Mail Settings (without enabling Directory Management Service!!!) with IP of your Exchange Inbound connector
You configure your Exchange server to accept mail for sharepoint.hosterdomain.com and forward to IP of IIS SMTP service deployed on WSS server.
DNP tips. You instruct your user to add SharePoint addresses as contacts; then create mailbox in their domain and make redirection from that mailbox to created contact.
For example:
1. Customer1 creates SharePoint list mailto:customer1-WSSlist1@sharepoint.hosterdomain.com%20
2. Customer1 creates contact mailto:customer1-WSSlist1@sharepoint.hosterdomain.com%20
3. Customer1 creates mailboxmailto:%20WSSlist1@customer1.se
4. Customer1 sets redirection from mailbox mailto:euro2008@customer1.se to contact mailto:customer1-euro2008@sharepoint.hosterdomain.com%20
Note that customer will pay for mailbox (according to SPLA) but this list will looks pretty for customer's recipients. Or customer can omit 2-4 or 3-4 steps.