Hi Ramon,

Yes! On the Exchange server, you'll have an Exchange System Manager tool available. These instructions may vary slightly (as it is different between versions), but the first place you should look at is your message queue.

Go to your Exchange System Manager. Navigate to Administrative Groups \ First Administrative Group \ Servers \ Your Server Name \ Queues to see if you have any messages waiting here.

You can also enable message tracking (disabled by default). This will give you more detailed information about what is actually happening. To do this, right click on your server name, and go to Properties. Under the General tab, tick Enable Message Tracking. If you intend to keep message tracking (always handy), tick Remove log files below, and specify how long you would like to keep your logs.

Send a couple of test e-mails with message tracking enabled, then back in System Manager, go to Tools \ Message Tracking Center. Click on the Server button to specify a server name, followed by Find Now to list all available messages on that server. If you double click on an item an e-mail, you'll receive further information about what route it has taken and any problems it encountered along the way.

EDIT: Marked as Answered.