Your ISP may impose additional authentication requirements for connecting to their POP and SMTP servers when you are not connected directly to their backbone network. (When you dial into the ISP's phone number and PPP logs you in, or when you connect at home using DSL or cable, the ISP knows who you are and that you are allowed to use its servers. When you connect from other locations, they don't know you unless you prove it.) Some ISPs have different servers for external access.
You can probably add the necessary account and password info to your account info in Mail or Entourage, but you'll have to check with your ISP to know what that is.