Thanks very much 
Is there a way to test it or do I have to use the file Nigel recommended?
Go into a console, and log as root. To do this, just do Control+Alt+F2, this will bring you to a command line. Type "root" (ignore the " "), press enter, and type the password you supplied during installation for admin. Next, ping a known IP address or known site. For example, at the prompt, you could type:
ping google.com
If all is well, this command will result in the following display:
PING google.com (216.239.37.99) 56(84) bytes of data.
64 bytes from 216.239.37.99: icmp_seq=0 ttl=241 time=254 ms
64 bytes from 216.239.37.99: icmp_seq=1 ttl=241 time=256 ms
64 bytes from 216.239.37.99: icmp_seq=2 ttl=241 time=256 ms
[To stop the process, just do Control+C]
This simple test will prove two things:
(i) your server is accessing the Internet
(ii) you have a valid DNS server
This procedure can be used to test Internet connectivity of any box, not just an SME server. Hope it helps. regards.