This error will show in the WordPress Newsletter plugin when using SMTP.

It is telling you that it cannot send (call Mail()) without being connected so it hasn't been able to make a connection to the remote SMTP server in order to send the email through the relay.

Please turn on debugging under Newsletters > Configuration on the right-hand side by ticking/checking the debugging checkbox and then saving the settings. As a result, when you send emails/newsletters, an SMTP log will be shown, giving you more information on the problem. You can also use the "Test Email Settings" utility to try and send a test email to see a log.

One of the following things can be the reason for this error:

• Incorrect SMTP credentials, check the host/username/password/port/protocol settings.
• Wrong port/protocol combination. Some SMTP servers require a specific port/protocol combination.
• Outgoing socket connection blocked. Many hosting providers block outgoing connections on specific ports/protocols, you can ask them to open it up for you, just give them the port/protocol to open for outgoing PHP socket connections.