Is this a problem with an Exchange account or an IMAP/POP one? If the latter, other people's suggestions above regarding port 25 are probably right. ISP's generally block port 25 from leaving/entering their network due to spam concerns.

If it's an Exchange account, you're likely running up against a similar issue. Exchange by default uses a direct TCP connection (I forget the port) that also is generally blocked. The workaround in this case is to use the HTTP proxy functionality of Outlook. Your IT department should be able to give you the correct settings.