Usually your SMTP is something like mail.YourDomainName.com. Often ISP's block port 25 so try using port 587.
you can even use the IP address of the server. some ISP's block the smtp connection so you might even have to use the IP / Hostname of your ISP (internet provider)
What port are trying to send on with your mail client? What error message are you getting? Posting the domain your trying to send from will also be helpful for us to be able to help you.
Most likely the problem is your ISP isn't allowing port 25 traffic off their network. Many ISPs do this; it's helpful in controlling spam from compromised systems.If you continue to receive this message, contact your server administrator or Internet service provider (ISP).