What i mean is I want to send an email to this domain. For example yahoo or google mail to user@mydomain.com
Do you mean you are sending an email from  a user with an valid account at yahoo mail (for example) to a valid user on the the new server your are setting up, and the user at Yahoo mail receives an notification saying: 550 relaying denied?  
- So you have setup a domain name on the new server, yes?  
- Is this domain valid? Meaning is it published in DNS ?
- What happen if you go into a browser and type: 
http://www.mydomain.com ?
- Are the MX records for mydomain.com published for the IP address of your new server?