Outlook Express
1. Click the 'Tools' menu
2. Click 'Accounts'
3. Click the 'Mail' tab
4. Select your account by clicking on it
5. Click the 'Properties' button
6. Click the 'Servers' tab
7. Select the 'My server requires authentication' checkbox in the 'Outgoing Mail Server' area
8. Click 'OK'
9. Click 'Close'