[SMTP]Working on dev workstation but not on the server

[eSPiYa]

My application need to send notification through e-mail.
It works fine in my Workstation(WinXP + .NET3.5) but when I deploy it on the server(Win2003 + .NET3.5) it can't connect to the server.
It throws this exception:

Unable to read data from the transport connection: net_io_connectionclosed.

I can ping and tracert the SMTP server and the firewall is off but it is strange.