Hi There,
Having worked at a major hosting company for a few years now, I can say confidently that this is likely an ISP problem. ISPs tend to ban outbound port 25. That is why if you have another box on your LAN you can connect fine. However, if you try to connect to something out in the tubes, no dice. This is a preventative measure against spam set forth by most ADSL / Cable ISPs I know of.
Try calling your ISP to see if they can add an exception, or if their business package allows for this. I don't suggest sending out email from an ADSL source anyway. That is a good way to get your mail flagged for spam (Many people auto-flag mail that originates from a dynamic subnet (ex. Cable / DSL ISPs).
You can always try Tunneling or setting up a mail gateway that listens on an alternate port. Most mail server software provides a functionality to set alternate ports.
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Michael Piekarski
Network Engineer
mpiekarski@hostmysite.com
www.hostmysite.com