It may be that you have more than one outgoing mail account, and you're sending from the wrong one. From the Mail menu bar, select
Mail ▹ Preferences
The Mail preference dialog opens. Select the Composing tab from the row of icons at the top. From the menu labeled
Send new messages from:
choose
Account of selected mailbox
Note that this setting may have no effect if you start a new message while a VIP or smart mailbox is selected in the mailbox list. Those are saved searches, not actual mailboxes.
If the problem remains, select the Accounts tab in the preference dialog, then select the affected account in the list on the left.
In the Account Information pane, select the correct server in the menu labeled
Outgoing Mail Server (SMTP)
If there's only one server in the menu, select
Edit SMTP Server List...
and add a new server with the correct settings. If you're not sure how to do that, try the Mail Settings Lookup.