Some smarthost providers/smtp relay servers will only allow you to connect to ports other than port 25 or your ISP is blocking outgoing port 25.
In both cases you have to change the SendConnector port, this can’t be done in the exchange management console, so you have to use the Exchange Managment Shell.
List SendConnectors and port nummers:
Get-SendConnector | ft Id*,Sm*s,po*
Change the port for SendConnector:
Set-SendConnector "[SendConnector name]" -port [Port nummer]
eg:
Set-SendConnector “OutboundMail” -port 3535