Issue in sending email through office 365 SMTP

Dear Support Member

I am sending email through C# by using office365 SMTP. The code is working fineat my online server but when i am running the same code at my local application server its giving an error "The remote name could not be resolved: 'smtp.office365.com'".

we are using TMG as a internet proxy server and the firewall is not allowing to access my IIS user of my application.

I already install TMG client and test it, but not its not workable can any one guide me how can i make an access rule(s) that allow my IIS user to send email via office 365 SMTP by using proxy server

Before that our exchange is local and we face no issue in sending the emails through our code. 

RB