First you have to ensure that there is a SMTP server listening on port 25.
To look whether you have the service, you can try using TELNET client, such as:
C:\> telnet localhost 25
(telnet client by default is disabled on most recent versions of Windows, you have to add/enable the Windows component from Control Panel. In Linux/UNIX usually telnet client is there by default.
$ telnet localhost 25
If it waits for long then time out, that means you don't have the required SMTP service. If successfully connected you enter something and able to type something, the service is there.
If you don't have the service, you can use these:
If you are sure that you already have the service, may be the SMTP requires additional security credentials. If you can tell me what SMTP server listening on port 25 I may be able to tell you more.