Why I can’t send mail using Windows Live Mail?

I am using Windows 7 and Windows Live Mail Version 2009 (Build 14.0.8089.0726) but I can't send mail. I keep getting the error message: 0X800CCC0B.
I also use Zone Alarm Free Version (9.2.057.000) and AVG Free 2011 Version 10.0.1136 and they are all up to date.
Though, I can receive mail normally, I just can't send from it.
I double and triple checked my settings and used all the suggested "fixes" listed in your troubleshooting section.
Please, can you help me? Is this a problem with Live Mail?
Is there a workaround?
Thanks in advance.
