Questions

When you send email your mail server may need to identify you before handling your outgoing mail.
This is a safegueard against spamming abuse.
Server Authentification is an option you need to enable in your mail program.
You generally find it in Properties or Preferences for a specific mail account. In Outlook Express go to Tools>Accounts - click on an account - Properties>Servers - click "My server requires authentification" - NOT Secure Sever Authentification ( SPA - requires password).