From the command line, enter this below.
/usr/local/psa/bin/domain -u yourdomain.com -mail_service false
You do not need to restart the server. This tells Plesk to not use the mail server to send mail for that domain. It will then go through the correct MX entry for the domain and send it to an external domain. Specially for those who use Google Apps on Plesk.
You will need to do this for every domain hosted on the server.