Go to the Tools menu item, then click on Email Accounts ...
Select "View or change existing e-mail accounts" and click Next.
Select your e-mail account and click on Change ...
Click on the More Settings button on the lower right.
Click on the Outgoing Server tab and check the box that says "My outgoing server (SMTP) requires authentication." Also be sure to select "Use same settings as my incoming mail server."
Hit OK, Next and Finish!