Greetings Diego,
To change the hostname for HELO command,
From GUI, Click on Network tab -> IP Interfaces, click on the relevant interface and change the hostname field. Also keep in mind there is a setting in the various mail flow policies that allows you to override the hostname form of the banner.
Here is a KB article that provides you detailed information about this:
http://tinyurl.com/62u6t7
Hope this information helps.
Regards,
Jyothi Gandla
Customer Support Engineer