mail received but not sent: why?

I receive mail but when I try to sent an email, I get a message which reads: "This message has not been sent and contains unsaved changes. You can save it as a draft...."

Why does it not get sent?

Go into Mail > Preferences > Accounts and in Account Information > Outgoing Mail Server - make sure you have the needed entries for your ISP. Something like smtp.XXXX.com or whatever