You have to tell GWIA that it will be using a relay host for outbound mail instead of sending directly from GWIA out to the internet.
"The GWIA expects by default to send directly to the Internet; it does not have a relay in the way, so we need to tell it. As you are using GroupWise 7, we want to use ConsoleOne to insert the changes, as with GroupWise 7.0.1 the GWIA.CFG is no longer updated.
In the GWIA pages of ConsoleOne Properties, under the SMTP/MIME tab, you will see that there are two entries in the middle of the page where you can add hostnames - one for your GWIA and the second (lower) one for the relay. If you use an IP number, then the system is slightly quicker, as the hostname is not looked up each time.