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When you are setting up your server for SMTP delivery, one of the key things that is looked at is how the server is setup with regards to DNS and how the server announces itself. The latter can be referred to as the SMTP banner or EHLO/HELO.

As such, a number of sites, such as dnsreport.com have popped up which will run tests against your server to ensure that its setup is correct. However with Exchange 2007 you will get inaccurate results.

What Are They Testing?

In short, what these sites do is connect to port 25 on your server and see how the server announces itself. However this is basically incoming email traffic, whereas what you are interested in is outbound email.

What has Changed?

With Exchange 2003 and older, the same SMTP banner was used for both incoming and outgoing email. With Exchange 2007 that has changed. The FQDN values are set separately on the Send and Receive Connectors.
Furthermore, the values you can set for the FQDN on the receive connector is limited in Exchange 2007 SP1 to either blank, the NETBIOS name or the Server's real FQDN. You cannot set them to anything else, such as your public FQDN. If you do try, you will get an error message.
Microsoft actually go as far as to say that you shouldn't change the value at all.

What can you do?

There is little that you can do. Online testing sites cannot test the outbound message appearance because that would mean you would have to initiate the traffic flow.
Simply ensure that  the FQDN set on the SEND Connector for port 25 traffic is set correctly - host.example.com - where host.example.com is the host name that resolves to your Exchange server.

References and Further reading

Receive Connectors: http://technet.microsoft.com/en-us/library/aa996395.aspx
DNS Configuration for Exchange: http://www.amset.info/exchange/dnsconfig.asp