I've seen that if I add the gmail.com to my local domain list, it's allowed to send email to it. But obviously I can't add all the domains my users need to send emails. So I assume there is some missconfiguration on my filterspam ISP installation.

starbase,

SpamFilter is designed to handle by default only incoming emails from the internet, not from your own internal network.
If you wish to have your internal customers use SpamFilter to relay their emails, or to use SpamFilter’s IP in their “outgoing SMTP server” settings in their email clients, you will need to add the internal IP addresses used by your customers to a whitelist, not their domain name.
SpamFilter also supports SMTP Authentication, which allows your end users to configure Outgoing SMTP authentication in their clients. SpamFilter supports Active Directory, LDAP, and Unix-style password files. SSL is also supported to encrypt credentials and SMTP traffic. Authenticated users are automatically whitelisted and can freely relay emails off SpamFilter.

Please note however that, as yapadu correctly stated, SpamFilter will never send emails directly out to the internet. SpamFilter will instead always forward emails to your destination SMTP server for delivery. You will thus need to configure your Merak mail server to allow SpamFilter's IP address to relay email thru it without restrictions. not doing so will (1) prevent the above scenario for your end-users to occurr, but also (2) it will prevent senders to be notified if emails are note delivered due to mailbox issues, like a user's "mailbox full", or a non-existent user. This is because SpamFilter will forward the delivery of such NDR (non-deliverable return) emails to your Merak mail server.