An open relay is a smtp server configured in such a way that is allows a third party to relay (send / receive email messages that are neither from nor for local users). Therefore, such servers are usually targets for spam senders.
You can test if a server is an open relay via this link :
http://www.mailradar.com/openrelay/If the server supports open relay, you can stop it via the following script in Cpanel servers
/scripts/fixrelayd