Many home DSL and cable internet service providers block what's known as port 25. This is the outgoing (SMTP) email port. They do this to help prevent spammers from ordering an inexpensive internet service then using a basic server, send out junk mail. Also, this helps prevent spyware/adware/malware from spreading through the use of email since they typically have their own email server software instead of using your email account.
HOW TO FIX THE ISSUE
Please take a look at the following links for a detailed explanation for setting up your email.
How to setup MS Outlook:
http://ghenterprises.com/node/11
How to setup MS Outlook Express