I was not able to find a way to change default OU for Mail Contacts so I've changed default OU for user objects in AD.
This is not elegant solution, but in my case it's ok, because all other users are created directly in OU where he belongs and we have no Users Objects created in default users OU in our environment.
To change default user OU for Active Directory I used this command on domain controller (in cmd):
ReDirUsr "OU=External Contacts,OU=mycompany,DC=domain,DC=com"
Your Domain Controller must be at least in 2003 functional level.