If you're running Linux, make sure you have a mail transfer agent installed and properly configured. Examples would be sendmail, qmail, postfix, exim, et cetera. I use Postfix, which comes with the current Mandrake installation. Any of the "alternative" MTAs will install a "sendmail-alike" script as /usr/lib/sendmail and /usr/sbin/sendmail, so the default php.ini settings should work fine. It should not matter that you are behind a firewall, since SMTP is an outgoing service and not an incoming service.