localhost name and fqdn

We have a mail server inside of our firewall and a spam filter outside of our firewall that we use to handle all of our mail needs.  The Spam filter is named mailman.champion.org as a localhost and as a fqdn.  

We have had a few problems with our mailserver being blacklisted and in doing the research we have found that the mail sever inside the firewall that receives the incoming mail from the spam server and delvers it... as well as sends our mail.. also has a localhost name of mailman and does not have a fqdn.  

Can you tell me how to change a localhost name and also to add it as a fqdn?  An any issues inside that server that might mean as we do that.  

I am a beginner and need to have a step by step command line tutorial.. any help?

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