There are generally two things that will cause this problem.
ISP's will often block port 25 so they can control SPAM going through their system. Port 25 is the common port that is used for SMTP service on Internet servers. There are many large dial up ISP's that do this, Concentric would be a good example. You will need to check with your dial up provider for more info. If you are in a situation where they are blocking port 25, for your SMTP setting just use the one your local ISP provided.
There is also an extensive online manual available.
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