Warning: mail() [function.mail]: Failed to connect to mailserver at my mail id verify your "SMTP" and "smtp_port" setting in php.ini or use ini_set()

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PHP

Hi I have the following coding to send mail

ini_set("SMTP","xxxx@example.com");
ini_set("smtp_port","25");
ini_set("sendmail_from", 'xxxx@example.com');
$to = "xxxx@example.com";
$subject = "test from localhost";
$msg = "I completely understand SMTP servers now!";
$headers = "From: localhost@localhost.com\nReply-To: localhost@localhost.com";
$config = "-stfu@noob.com";
mail("$to", "$subject", "$msg", "$headers", "$config");
echo "finished!";

But i am getting the warning as Warning: mail() [function.mail]: Failed to connect to mailserver at xxxx@example.com port 25, verify your "SMTP" and "smtp_port" setting in php.ini or use ini_set().
How to solve this?