The trick Halojoy, is that I think we're talking about trying to send email from an offline testing box. rroobb, if you are trying to send from your own box, you will need to setup the SMTP server on it. Try Googling things like: How to setup SMTP on Windows XP" or something like that.
Now, one way around it is to follow Halojoy's advice in your setup, so even if you are offline, as long as your PC is connected to the internet, it should be able to be utilized for testing. Be careful not to test too much at once because it could flag your Host's server as a DOS attack or SPAM attack coming from your PC, which would be a very bad thing.