Mail wont send some mails

I am just new to Mac, find the transition very easy, a lot of great features in the OS.
The only problem I cannot figure out a solution to is my email account in mail. I set up my POP account in mail, I receive all emails sent to me, I just cannot send out mails to other accounts when creating a new message. If i reply to a message, there is no problem and the mail is received by the recipient. (all messages I try send are shown as sent messages folder not in the outbox). I do not think there is a problem with the account, as it still works from my windows machine

Does anybody have an idea how this can be resolved.

Thanks