couple questions:
why are you still using POP3 if you have an exchange server? Have you redirected your webhost to point to your servers?
Also, do you know how to configure Exchange to allow for web-connections? This could solve your problem, as the mail would be coming into exchange. Once you switch the settings back you could show them how to connect via the web.
Also, setting up a VPN on their machine would work. If you did that they could setup their Outlook just like they were in the office and pull the emails from your server.
As for the sending internally problem, I'm confused about that too. I actually just logged on to research this and see if anyone had an answer. We haven't switched all of our branches to the new Exchange server yet, and since we have multiple domains, I think our email too isn't getting outside of the local network. =(