Usually this is one of the following
- Firewall not letting traffic in on port 25
- Router not configured to let traffic in on port 25
- ISP blocking incoming traffic on port 25
- DNS records not setup correctly.
So first check that you can connect locally to the server. At the command prompt on the server type
telnet localhost 25
You should receive a welcome message like this
220 mydomain.com SurgeSMTP (Version 3.1b-1) http://surgemail.com
If you get unable to connect then it's probably due to a firewall running on that machine that is stopping surgemail. You can restart surgemail and then check mail.log and check it says
"03 10:32:22.89:Info:2156: Listening on (all interfaces:25)"
You can use this page to help test sending mail to your server.