changing outgoing mail settings

My host has smacked my wrist for sending so many newsletters through my [email protected]. They have told me to use a special outgoing mail server and have given me the address but I don't know where within ZC I should be changing this so that all my newsletters send via the new server.

You hosting company will most likely offer tools to send out newsletters which you can use. You can export the email addresses and use the tool you get from your hosting company, Or you could use other companies newsletter companies such as Icontact.

They've given me a server email address that I should use as my outgoing smtp settings. My problem is that I don't know where to enter this new smtp address within ZC to ensure that all newsletters come from that and not [email protected]

Zen Cart allows you ONE choice for outgoing mail, not the ability to set whatever server for individual kinds of emails.
Admin->Configuration->Email Options