You might want to try using Outlook express to confirm that the parameters are all correct. If it doesn't work, then there is something wrong with the parms. If it does work then the problem is on the sas side.
I know that att.yahoo.com's servers don't use that port number.
You mentioned that you do not use Outlook Express. Do you currently use an SMTP mail client on your computer now (with success)? Or do you use a web-based EMAIL application? Possibly you are not authorized to access using SMTP?