Click on Mail and go down to Preferences...
Select your account and click on Edit
You now need to check the box saying Use authentication when sending
mail and fill in the SMTP User and SMTP Password.
These need to be the same as your normal username and password. Your
username (also referred to as an Account Name) is always your entire e-mail
address. Once you've done all that, click OK, close the Mail
Preferences, and send some Electronic Mail!