Actually Kim we can see out of our own galaxy, just not through the centre of it where there is lots of intervening clouds of gas and dust in the way. Astronomers actually had originally thought that the nebualae which we now recognize as other galaxys did in fact reside within our own milky way. It was not untill the advent of large, high quality telescopes and optics that astronomers were able to resolve other individual stars in the other galaxys. When they could finally do this they were able to find and resolve certain stars called Cephied Variables. These stars brighten and dim with a very regular period. It turns out that these stars all have a common characteristic (brightness I think) which in turn allows us to calculate their distances. It was from these findings and observations that we first determined that the "nebulae" astronomers were seeing back then were actually way way too far away to be parts of our galaxy. The conclusion was that they must be sperate galaxies all on their own. This all happened back in the 1920's, maybe the 1910's.