If you experience problems connecting to your SMTP (outgoing) server but can retrieve email it is likely that your broadband provider is blocking access to the TCP/25. Some providers do this in an attempt to stop spam from being sent, whilst this is effective it can stop you sending legitimate email. To overcome this limitation we have configured our Windows mail servers to also accept email via TCP/2525.
When sending email you should ensure that your email client is configured to authenticate/logon to the SMTP server, the logon details are the same as those for your mailbox. If you do not configure this option you will be able to send email to other mailboxes within your domain but no one else.