Mystery of Vanishing Mail - Newbie Dumb S?

[mneff]

Installed Z after a few server hassles, right port, etc. then downloaded mail, okay, but when compose a new mail and send, it goes off yet no record in "sent mail" folder and mail is never received.

Have repeated this five times. Compose a mail, hit send, it disappears, and no trace is found.

Please help, someone, cause I don't get it.

Regards,
Mike