SMTP auth support can be added in wordpress through third party plugins. You can follow these steps to add SMTP authentication to
your wordpress install

1) Download http://www.callum-macdonald.com/code/wp-mail-smtp/
2) Unzip the file to get the file named wp_mail_smtp.php
3) Copy the file to the plugins folder (\wordpress\wp-content\plugins)
4) Login to wordpress as admin and click on plugins you can see WP-Mail-SMTP
Activate it.
5) Click on options->E-mail to Modify the SMTP settings
6) modify the following fields

* Specify the from name and email address created under your domain)
* Choose to send mail by SMTP or PHP's mail() function.(select SMTP)
* Specify an SMTP host (mail.domainname).
* Choose to use SMTP authentication or not (yes).
* Specify an SMTP username and password.(specify one valid email ID/pass)
Once you finish. Click on update options.

7) Test the mail function from there using " send Test"