xp_sendmail: failed with mail error 0x80004005 when I run xp_sendmail

exec master.dbo.xp_sendmail @recipients='me@hotmail.com', 
@subject='terrrible thing happened',  
@message='test'` 


I am getting an error


  Msg 18025, Level 16, State 1, Line 0
  xp_sendmail: failed with mail error 0x80004005


It is SQL Server 2000. Outlook is set on this box. I can send emails from the Outlook.
It worked before. We just moved the server to DMZ.

We disabled Trendmicro antivirus's firewall
Have you logged into the server with the account which the SQL service is running under, and configured outlook under that account?