Please note that port 587 must now be used since ports 25 and 465 are no longer supported. The original post below is only included for reference.
There is a possibility that your ISP (Internet Service Provider) is blocking port 25. Providers like AOL block this to prevent outside users from relaying bulk email off their servers. You should contact your provider to see if port 25 is blocked.
Otherwise you have incorrectly entered details in your email software for the outgoing server (SMTP) for example make sure you are authenticating the outgoing mail server as described in other support articles, or software on your machine like anti-virus, firewall, Norton, Symantec, etc., is conflicting.
If port 25 is blocked, you could try using port 587 instead.