You need to edit your php.ini file. The following is from the mail() function section of the manual.
Mail Configuration Directives
SMTP string
DNS name or IP address of the SMTP server PHP under Windows should use for mail sent with the mail() function.
sendmail_from string
Which "From:" mail address should be used in mail sent from PHP under Windows.
If it's any consolation, I'm having problems getting mail to send from a unix box my own self.