Php Mail Function - cPanel (Not all users get email)

Problem:
Not all recipients get email message. Most do but not all.

Website is hosted with cPanel, email is with godaddy.

All my code is correctly written using the php Mail Function. I'm a programmer not a server guy.

Question:
Why do some email accounts receive and others do not? I have searched for last 4hrs and there isn't any documentation on this. Do I need to turn something on / off? Correct headers are being sent it seems.

Within cPanel -> Mail Statistics
Same error for every failed delivery of;

Rejected RCPT: (adsl92-86-234-56.romtelecom.net) [92.86.234.56] is currently not permitted to relay through this server. Perhaps you have not logged into the pop/imap server in the last 30 minutes or do not have SMTP Authentication turned on in your email client.

Please advise.
Thanks in advance.
MT