Founf this reference to the eror message http://www.aspfaq.com/show.asp?id=2026
If you search on that page for 8004020e, it says...
"If you get "8004020E" or "80040211" errors, and you are using a remote SMTP server, make sure that the web server can ping the SMTP server, and that the server is configured to allow SMTP relay, and that it doesn't require outgoing SMTP authentication. If it does, you may need to use the commercial version of ASPEmail, or another component that supports outgoing SMTP authentication. You can send e-mail to an SMTP server requiring outgoing authentication with CDO using the following code: "
...
"You might also check that your SMTP server isn't restricted to a certain set of domain names in the recipients or senders lists (depending on what your SMTP software supports) and that the correct ports are open if there is a firewall or router sitting between your web server and the mail server."
Basically, it tosses the ball into your web host's court. They need to tell you the explicit server to use, if it requires authentication, and if it has any restrictions on who it can send to or any firewall/router blocking.