I have the same problem and my understanding is that it cannot be done with the built in outlook. You will need to try a third party email program.
Some ones I have been looking at are npopw and WebIS Mail. Both have flaws.. npopw can be unstable (in my experience) and webis can be slow.. but they both allow seperate smtp login and, another important feature for me, off-memory storage.
WebIS Mail ($25) just released a new version and I am trying that trial now.
http://www.pocketinformant.com/p_webismail.php
Npopw (freeware) can be found here:
http://www.wibble-wobble.com/wince/npopw/
Regards,
Artuk