All mail programs need a incoming and outgoing mail server setting.
Use the following information when setting up your account.

Incoming/Pop3 Mail Server - This is where you get you mail FROM.
Your incoming/pop3 mail server is mail.domain.com, where domain.com is your domain.
Outgoing/SMTP Mail Server - This is the name of the mail server you use as a vehicle to send all of your mail out. This needs to be the same as the incoming mail server.

Username - This is to your COMPLETE E-mail address you defined inside your control panel first! (i.e. name@yourdomain.com)
Password - This is the password you defined for your e-mail address inside your control-panel.

SMTP Authentication is necessary to SEND E-Mail.
Please look into the documentation of your e-mail program to find out how to enable it.