Setting up multiple email accounts in OE, is the same as just setting up a single email account. You can add a new account following the instructions
here.
When you setup an email account in OE, you obviously have to supply your username and password to receive email from your account on the POP mail server, but sometimes when sending the mail the SMTP server doesn't authenticate the user, it just simply sends the email using the details that Outlook Express sends (your name and email address entered in your account details). This makes me think that you are perhaps trying to sign in using the wrong username.
Say your email address is
jeremia@email.com, your username to sign in to the server might simply be
jeremia. However, if you put the username down as
jeremia@email.com the server won't allow you to sign it. Or it could be the other round. Go back to your account settings and try to modify the username and this should hopefully solve your problem.