Ashraf,
Exactly what it says, we weren't able to connect to your SMTP server. Have you specified a route for messages coming from the brightmail gateway or are you using the non-local route?
Try going through this process to manually specify your mail server for the Control Center to route the messages to:
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In the appliance web interface, click on Administration
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Under Settings, choose Control Center
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Under SMTP host, choose Define New Host
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In the field, provide your mail server's IP address and correct port number, if no 25
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Save the settings
Once you go through these steps, try releasing the message again.