There's always the Fun-fun telnet way. This should work in any linux terminal or XP terminal. If you use vista, telnet might not be installed depending on the version.
Code:
telnet <email server> <smtp port>
helo yourdomain.com
mail from:you@yourdomain.com
rcpt to:person@somedomain.com
data
This is a test
.
.
The from and to can be the same. Though that makes for a pretty thin test. The two periods at the end depend on the SMTP server you use, it may be one it may be to. You should see a "250 OK - something" for each line, except data which should be a 354. Once your done type
This is basically what email clients do when they send mail, so you can tell where the problem is by what line you end at.
If its an authentication issue, you'll get asked for credentials or told whats missing.
If it fails at the Helo, you probably have a DN issue.
If its something else you're in for some fun.
A good example here, plus helpful info :
http://www.netadmintools.com/art276.html