Blat it a 3rd party application, did you install it?

http://www.blat.net/

Also bear in mind that many companies (including mine) block outgoing SMTP on desktops for security reasons to stop mass mailers and virus propogation. McAfee's AV product does this out of the box for example.

You can test SMTP connectivity by telnet-ing from your desktop to port 25 on your SMTP server. If you can open the connection and get a response from EHLO then you're OK. Here is an example:
 Quote:
[root@xxx00006 ~]# telnet smtp.xxx.com 25
Trying 99.99.99.99...
Connected to smtp.xxx.com (99.99.99.99).
Escape character is '^]'.
220 xxx.xxx.com Microsoft ESMTP MAIL Service, Version: 6.0.3790.4675 ready at Wed, 15 Dec 2010 08:09:56 +0000
ehlo
250-xxx.xxx.com Hello [99.99.99.99]
250-TURN
250-SIZE
250-ETRN
250-PIPELINING
250-DSN
250-ENHANCEDSTATUSCODES
250-8bitmime
250-BINARYMIME
250-CHUNKING
250-VRFY
250-X-EXPS GSSAPI NTLM LOGIN
250-X-EXPS=LOGIN
250-AUTH GSSAPI NTLM LOGIN
250-AUTH=LOGIN
250-X-LINK2STATE
250-XEXCH50
250 OK
quit
221 2.0.0 smtp.xxx.com Service closing transmission channel