Once upon a time a long long time ago, email server's used to simple forward anything that wasn't for them - but naturally that was asking for abuse and everyone learnt to turn that off. These days, email servers have it turned off by default and will only handle emails for mailboxes in the same domain as the email server.
In the Voicemail Pro configuration, you could setup an additional SMTP entry for the gmail domain and that would then get used for emails with addresses in that domain.
The alternative is, on the Exchange server, search for settings relating to Open or Anonymous relay. It will still restrict you to which servers (like your voicemail server) are allowed to relay messages through the Exchange server. In some ways that may be better than multiple SMTP settings in the VMPro as the Exchange server is a dedicated email beast with much better display and logging of what's going on with sending and receiving.
Stuck in a never ending cycle of file copying.