Exclude a domain from smart host/relay

Hello I have a small server with a handful of domains. The server is configured to route all mail through a smart host. However there is one domain I need to be direct and not use a smart host. I found the email options and tried to set this domain to "Local Exchanger" but didn"t seem to do the trick. I"m not that familiar with exim but pretty fluent with postfix. Is there a quick and easy way to accomplish this or anyone know of an article or something to go by maybe? Thanks