In the JAMS Client, on the "JAMS" tab of the ribbon bar, click the "Configuration" shortcut in the shortcut bar on the left.  This will display a list of configuration settings.  Find the setting named "SMTPServer" and double-click it to open the properties dialog.  Enter the name of your SMTP server under the "Value" tab.

You can also set the SMTP server in the .NET Framework Machine.config file.  This will apply to all applications on that machine which use the .NET Framework SmtpClient class (unless overridden).  The Machine.config file is located in the C:\Windows\Microsoft.Net\Framework\v2.0.50727\Config directory.  There is also a Machine.config.comments file in that directory which contains some documentation.

An example of specifying the SMTP configuration is:

  <system.net>
    <mailSettings>
      <smtp deliveryMethod="Network">
        <network defaultCredentials="false" port="25" host="your.host.name.com" />
      </smtp>
    </mailSettings>
  </system.net>