XP Firewall and Outlook not happy together

When I first went to XP Pro a couple months ago, I noticed that my outlook express kinda acted funny, let me explain, when I would open my OE it would recieve email just fine, but when I would try to send it would take FOREVER to send the mail it would show "connecting" at the bottom of OE then like a minute or more later finally "sending". Well I put up with it for awhile and then one day I had a crazy thought, just for the heck of it I shut off the built in firewall, and guess what, OE sending immediatly uppon hitting send. Anyone else ran into this and maybe know a fix?