Check the e-mail settings in the E-mail tab of the Preferences, in particular the SMTP server, port, and authentication. A common mistake is to write an extra space before or after the smtp server address. Make sure there is no such space.
If you are not sure which values you should use, please check with your e-mail provider.
Check also this blog post for the correct e-mail settings for popular e-mail providers.
If you cannot find the correct settings by contacting your e-mail provider or in the post above, you can create a gmail account and use it to send your e-mails.
After modifying your e-mail settings, make sure to restart the software.