Mail server by proxy

 can anyone show me how to use proxy on my mercury mail server?
beacause my ISP has blocked port 25 for any smtp activities to avoid spam except for their smtp proxy. but they have told me that i still can run mail server through their proxy also on port 25. 
this is the mail proxy address : smtp-proxy.tm.net.my  port:25
ive used this address as outgoing address on outlook express to send mail and it works, but i dont like to used it on. can anyone show me how to use the address as proxy or gateway for outgoing smtp?