Are you trying to connect from home? Many ISP's block outbound SMTP (port 25) connections from their network to help curb spam. You can do two things to confirm this. First try running a port scan from our site on the server. That will confirm that it is listening on port 25. If it is open and you run 'telnet server.com 25' from your connection and do not get a 220, then you know that either your local firewall or your ISP is blocking connections on port 25. Unfortunately there isn't much you can do about this.
For such reasons many administrators will open an additional port on their servers to let their users connect from behind these ISP's blocks. 587 is an RFC recommend port, but also 2525 and 2500 are commonly used because they are more likely to be open.
Hope this information helps. Let us know if you have any other questions we can help with.
