It sounds like that your email account details have not been set up properly.
But I can try and solve the issue.
1) Double check you have inout the details correctly (by going to to 'tools' and then 'account settings'
2) If you do not know your details, were you using Outlook Express prior to Thunderbird? Go to (In outlook) 'tools' then 'accounts' then click the 'mail' tab, then highlight what was the default account, (this will only be there if you did not delete it) then click 'properties' then go through all the tabs and cross reference all the information with the information in the Thunderbird application, is it all the same? It should be, I know the Thunderbird and Oulook apps are set up differently but you will still require the same information, some things on Thunderbird are not on Outlook, if you see something you dont understand dont change it.
After you have done this, see if this all works. If I have just taught you to such eggs then let me know also, I will see if I can come up with another solution.
By the way, I use Thunderbird and it is excellent and better than outlook I think, just like Mozilla Firefox is better than IE
The reason I think you have not entered the details correctly is because those messages are the ones I get when I have enetered email details incorrectly...what email address you got...is it hotmail, freeserve/wanadoo or Aol or other?