If you don't have an SMTP server you can use for your email account, or port 25 is blocked (for example, you are using an AOL internet connection but you don't want to use an AOL email address), you should:
1) get a GMail account
2) set the GMail "send mail as" address to be your email address
3) use GMail's SMTP server
An interesting side-effect is that any mail you send through this server will appear in your gmail "sent items" folder. Of course, this has the advantage that you also have an archive of your sent mail in gmail, but perhaps you don't like google storing your mails like this.
See here for details.