It sounds like you have a DNS problem. The linux firewall needs to have the same public IP address that is listed as your MX record. Or, simply put, if you had the exchange server working and put it behind the firewall and the firewall has a different IP address, then the mail is still looking for the old IP address. The easy way to fix that is to change the IP address of your linux box to the old IP of your exchange server as you suggested. The other way to fix it is to have the DNS records to point mail to the new IP address instead.
-Mark
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