I've never used SME so I don't know if this will work correctly. I do use another GNU/Linux distro (Fedora), and use postfix as my MTA.
I changed from sendmail after having lots of headaches with it.
Under postfix that can be done quite easily:
Edit /etc/postfix/aliases, and add a line like this:
all@mydomain.com email1@domain1.com email2@domain1.com email3@domain2.com ....... (you can add as many emails as you want to).
Then, run postalias to recreate the .db file and you're set.
If somebody sends an email to all@mydomain.com postfix will forward it to the other addresses.
You don't even have to create the "all" user account in the machine hosting mydomain.com to get this to work.
I'm a postfix-converted-fan !

Good luck !