It sounds like your Outgoing Mail Server (SMTP) is not set up correctly. I would suggest ypu open Mail>Preferences>Accounts>go down to the line on the lower right of the window that says "Outgoing Mail Server (SMTP)>click on the drop down arrows at the right end of that line, and click on the "Edit SMTP Server List..."> in the following two available windows make sure all the settings are correct as to Port, Password, Server Name, etc. as stated by your ISP.
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