|Your provider sucks. I've used that option for 10 or 20 different providers (for me and others) and have never had a problem.|
I wish you luck on a solution, but I think trying to run your own SMTP server will result in many of your messages being bounced as the receiving servers will not see your server as valid email server.
At the very least you should complain to your ISP. It probably won't change their policy, but if they never get any complaints they have no reason to change.
Now that I think of it, you *could* use a different email account for sending email - but make them appear as if it is coming from your regular email address. Just set up a free email account with gmail (or another service that supports POP3). Then create another email account within your email application.
When creating the new email account you set the Login information according to the new account, BUT you set the email address and return address to be the same as your main account. Then when sending email you just need to specify to use that account when you are not on your ISP's network.
You will be able to send email from your regular application and it will appear to be coming from your regular account to the recipients.