Hi Darrell,
This may or may not be the answer but hopefully give you something to think about. This came about during one setup.
Because the delegate mail server option in SME causes ALL mail domains to be passed to the delegate, I used qmail's smtproutes (/var/qmail/control/smtproutes) to pass only one specific domain to be handled by an Exchange Server behind SME. All other domains / virtual domains continue to be handled by SME. This is fine for the particular setup I did.
However, I don't have a direct answer for your scenario except perhaps to suggest that you use a fetchmail script to collect the helpdesk@domain.com mail back from the exchange server (sort of roundabout way to do it of course) to the SME server ?
Regards,
Kelvin