SMTP Server Response

I have used php scripts to send form data in the past, however I have made one for a client and their server is giving me this error response:

SMTP server response: 550 5.7.1 Unable to relay for [email protected] in D:\blah\blah\send_blah.php on line 19

I realize that blocking external relaying prohibits malicious users from using that machine to send bulk unsolicited e-mail messages.

So if I understand correctly, say I have www.MyCoolSite.com, should it allow me to send an email relay to [email protected]?

PXC