[mathiass]

If you can receive but not send that means you didn't set the SMTP up properly. Mail uses POP3/IMAP to receive mail and SMTP to send. Rocketmail was recently brought back by yahoo, so I assume you use yahoo to login and see your email right? Yahoo's help center is total crap so finding settings was surprisingly more difficult than it should have been, but try these settings in your mail setup,

since mail downloading works dont mess with anything that says POP3 or IMAP, but to send mail with SMTP try this:

server:
smtp.mail.yahoo.com
Use SSL (secure)
use authentication

If these don't work let us know and we will try something else...