can receive but not send email

I'm trying to get my windows mail to work for the first time. I can receive
emails, but not send them. I get this error message.
The connection to the server has failed. Subject 'try it', Account:
'', Server: '', Protocol: SMTP, Port:
25, Secure(SSL): No, Socket Error: 10060, Error Number: 0x800CCC0E
Can anyone help me with this?