MS Exchange Problem: help please!

Situation:

MS Exchange 2000 configured to handle inter-company email only.
Users have seperate account for external emails.
External email is set to default account.
For external account, SMTP server is set to our ISP smtp server.
Default mail delivery location is set to: Exchange Mail Box.
All users are using MS Outlook as email client for both accounts.

All email functions are working fine. However, when sending attachments, it comes right back saying "Undeliverable, reasons unknown".
I thought I configured bad security settings, but after many failed tries, I found that when I change the "Default mail delivery location" to normail ***.pst (local or server) location, the email with attachments are sent without any problems.

Can anyone help me finding out why? This would be no problem if I were to set up new accounts, but existing users already have so much info in Calendar, tasks... they don't want to setup new .pst...
Also, I would like to make things work as they should.

Thank you very much for your future help.