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First, you'll need some way to connect Exchange to the Internet. It sounds like in your case, the best way to do that is to replace your ISP with your Webshield appliance. Then add an Internet Mail Connector (IMC) to Exchange and configure it to accept e-mail from the appliance (you may also have to configure the appliance to send mail to the IMC -- I can't say for sure since I have not worked with that appliance before).
The appliance will likely have a public and private interface, and hopefully will also sit behind your firewall. The firewall will listen on TCP port 25 and forward traffic to the appliance.
You'll also need to add a recipient policy in Exchange 2000 for your public domain, and assign everyone the appropriate e-mail addresses. Then you'll need to change the DNS Mail Exchanger (MX) record for your domain so that instead of pointing to your ISPs e-mail server, it points to the public interface of your firewall that listens on TCP port 25.
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