OK, I wasn't sure from your first post what your set-up was exactly.
In that case you need your Zimbra PC to have a FQDN, you'll need to set-up a local DNS server otherwise any mail you send to yourself won't arrive because it's not doing a DNS lookup correctly - that will need to be a split DNS setup. The hosts file will need your local fixed IP address and your firewall will need the relevant ports forwarded to the zimbra box. IIRC, Exchange doesn't send internal mail via a DNS lookup but a proper mail server should.
