First of all, he did an unsolicited probe on your IP (did he ask first?)
Secondly, I would not allow any external contractor root access to your
box, especially if it does not sound like they know what they are doing.
Check the exchange server to see if it does relay, and if you are
worried about it stick the exchange server behind a box running postfix
or something similar, if it needs to receive SMTP mail.
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