Manuel,
Yes it is possible to set a specific (or specified) domains to use a different Outbound Gateway than all the other domains, but it isn't necessarily elegant.
In your SETTINGS > ROUTING > OUTGOING GATEWAYS configure your Outbound Gateway and set the "PRIORITY RANGE" to a specific range (i.e. 1 to 1). Then, in the EDIT Settings for the domain(s) you want to use this Outbound Gateway set the PRIORITY settings all to 1.
Note: Prior to setting the Priority setting for the domain(s) you want to have use this Outbound Gateway you would want to make certain that no other domains have that PRIORITY in use. You can check this in SETTINGS > DEFAULT SETTINGS > DOMAIN SETTINGS > PRIORITY (I think SmarterMail defaults begin with Priority 2). You can use DOMAIN PROPAGATION to set this for all domains. Then you can can define the Priority for the specific domain(s) to match your Outgoing Gateway setting.