You may have to specify the SMTP server address. Contact your host to determine the address to use to connect to the SMTP server, you may not be able to leave it blank.
The problem with some exchange servers, is that the require a username and password to be passed in order to relay the emails. The contact form solution pack uses the php mail() function to send the email. The mail function does not have the ability to authenticate with the SMTP server.
Ask you host if they support sending emails using the PHP mail() function. If they do, ask them for a sample script, With this, we can examine the parameters they are expecting and tell you the changes that need to be made.