Chances are that your ISP (Internet Service Provider – such as Comcast or Qwest) is blocking the SMTP port (25) so you cannot connect to the mail server to send your email. You can run a simple test to see if your ISP is blocking port 25. Open the command prompt for Windows or Terminal.app for Mac OS X (located in your Applications > Utilities folder) and type in the command below.
telnet domain.com 25
If your ISP is blocking port 25 you will not get a response back. However if it isn't blocking port 25 you will see an output similar to the one below.
user@host:~]$ telnet domain.com 25
Trying xxx.xxx.xxx.xxx...
Connected to domain.com. Escape character is '^]'.
220-host.domain.com ESMTP Exim 4.52 #1 Wed, 16 Aug 2009 20:15:23 -0400
220-We do not authorize the use of this system to transport unsolicited,
220 and/or bulk e-mail.
If your ISP is not blocking port 25, please check that you have correctly set up your outgoing mail server. Otherwise, contact us for support.
Note: This response above is one of many that you can receive. The one you may receive may not look the same, however getting a response means that port 25 is unblocked.