UPDATE

Ok, I borrowed from the tutorial and came up with the following code

#!/usr/bin/perl
#   
#   for this to work place this file in: /usr/share/snmp/exim_queue_mo
+nitor.pl
#   insert the following line in /usr/share/snmp/snmpd.conf
#   perl do "/usr/share/snmp/exim_queue_monitor.pl
#
use strict;
use warnings;

# Global Vars:
our $agent;

# Private vars
my $regat = '.1.3.6.1.4.1.8072.9999.9999';
my $running;
# set to 1 to get extra debugging information
my $debugging = 1;
# if we're not embedded, this will get auto-set below to 1
my $subagent = 0;


BEGIN {
    print STDERR "starting exim_queue_monitor.pl\n";
}

use NetSNMP::OID (':all');
use NetSNMP::agent (':all');
use NetSNMP::ASN (':all');

print STDERR "exim_queue_monitor.pl loaded ok\n";

# where we are going to hook onto
my $regoid = new NetSNMP::OID($regat);
print STDERR "registering at ",$regoid,"\n" if $debugging;

# we register ourselves with the master agent we're embedded in.  The
# global $agent variable is how we do this:
$agent->register('exim_queue_monitor',$regoid, \&exim_queue_monitor);

# processes system command and updates request obj.
sub process_mail_queue{
    my $request = shift;
    my $queue_len = `exim -bpc`;
    chomp $queue_len;
    print STDERR "   -> queue length = $queue_len\n" if $debugging;
    $request->setValue(ASN_INTEGER, $queue_len);
}

######################################################################
# define a handler for incoming SNMP requests for our part of the OID 
+tree.  
# This subroutine will get called for all
# requests within the OID space under the registration OID made above.
# however, in its current form, this will -only- return
# for requests to our full OID

sub exim_queue_monitor {
    my ($handler, $registration_info, $request_info, $requests) = @_;
    my $request;

    #debug messages    
    do {
        print STDERR "refs: ",join(", ", ref($handler), ref($registrat
+ion_info),
                   ref($request_info), ref($requests)),"\n";
        print STDERR "processing a request of type " . $request_info->
+getMode() . "\n";
    }
    if $debugging;

    for($request = $requests; $request; $request = $request->next()) {
        my $oid = $request->getOID();
        print STDERR "  processing request of $oid\n" if $debugging;

        if ($request_info->getMode() == MODE_GET) {
            # if the requested oid is equals to ours, then return the 
+data
            if ($oid == new NetSNMP::OID($regat . ".1.2.1")) {
               process_mail_queue $request;
            }
           }
        elsif ($request_info->getMode() == MODE_GETNEXT) {
            # if the requested oid is equals to ours, then return the 
+data
            if ($oid == new NetSNMP::OID($regat . ".1.2.1")) {
                process_mail_queue $request;
            }
        }
    }# end for loop

    print STDERR "  finished processing\n" if $debugging;
}
[download]

Great, works locally... But not remotely... Any thoughts?
Thanks in advance

Update: Now I see your example and properly recollect the snmpd.conf options. You can write:

exec   exim_output_ucd /usr/bin/exim -bpc
extend exim_output_ns  /usr/bin/exim -bpc
pass   .1.3.6.1.4.1.55555.1 /usr/local/bin/exim_wrapper

#!/bin/sh

case "$1" in
-g)     echo ".1.3.6.1.4.1.55555.1"  # you are enterprise 55555
        echo "gauge"
        exec exim -bps
        ;;
esac