Failure sending mail. unable to read data from the transport connection: net_io_connectionclosed

Question

Hi People,

i wrote an application in c# that sends via smtp an email. It works fine
on my local machine (Windows Vista), but when I execute it on the
server (Windows 2003), then I get the exception.
I already switched the windows firewall off, but the same
result. What else can I do? Any suggestions?
It is not the code, because it works on every other machine,
too. It must be some setting in Windows Server 2003.
I hope anybody can help me.
Thanks.