mail on win2000 server

Hi, I'm having lots of problems with getting PHP to send mail on a win2000 server box. The php.ini file is correctly setup and it is pointing towards the box on the local network that accepts SMTP connections. ( There is no SMTP running on the webserver itself). I keep getting "faild to connect" when ever I run a script that uses mail(); Is this a bug, incorrect setup on the box, firewall problem or what? If I can't resolve this, is it possible to send php code to another box to be parsed by it instead of the server from which the page is served? I'm thinking that if that is possible, I can route all pages to my Linux box which is running perfectly... Thanks.