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Hi, Niclas, and welcome to the User BB!
Did you follow the KnowledgeBase guide? How to configure the UTM firewall for Microsoft Exchange connectivity (Edit - 2016-02-16: replaced with new link thanks to DUPAS Guillaume)
Cheers - Bob
PS You're new here, so you couldn't know. I'm sorry, but I deleted the external link in your first post. Please [Edit] your second post, click on [Go Advanced] and attach your image to that post. We can't know if that external site is properly protected. The only malware I've gotten in over 10 years was from a link to a picture in this forum several years ago.