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.

http://email-test.com