Hi Gerd,
it is not possible with SME 6.01 (default config) in a legal way (qmail has to be patched and AFAIK patched binaries of qmail are not allowed to be distributed (?))
For SME 6.5 there exists a proxy SMTP server, which can be configured to work as SMTP Auth gateway towards the ISP. There have been e-mail contribs, which claim to enable this on a SME 6.01, too, but I did not manage that.