Debian Squeeze and exim4: cannot send mail

Got this error after install and config of exim4-daemon-light and mailutils packages on Debian Squeeze. This package is aimed to send automatic messages from websites, like email confirmation and stuff.

Configuration after package install:

dpkg-reconfigure exim4-config

You'll be presented with a welcome screen, followed by a screen asking what type mail delivery you'd like to support. Choose the option for "internet site" and select "Ok" to continue.

After many configuration sceens you can test mail with:

echo "test message" | mail -s "test
message" user@domain.com

Here is the response:

root@server:/etc# echo "test message" | mail -s "test message" user@domain.com
2011-03-02 20:34:59 1PuxRT-0001Aj-T9 Cannot open main log file "/var/log/exim4/mainlog": Permission denied: euid=101 egid=103
2011-03-02 20:34:59 1PuxRT-0001Aj-T9 <= root@debian U=root P=local S=331
2011-03-02 20:34:59 1PuxRT-0001Aj-T9 Cannot open main log file "/var/log/exim4/mainlog": Permission denied: euid=101 egid=103 exim: could not open panic log - aborting: see message(s) above Can't send mail: sendmail process failed with error code 1

There is no /var/log/exim4 directory on my server. I tried to create it, but it didn't work.

Please, can someone help me?

Best regards,
Fernando