if you don't have a smtp server on the machine you want to send mail from, you can either install one, or use an external smtp server, just look in your php.ini for the following
[mail function]
; For Win32 only.
SMTP = localhost
; For Win32 only.
sendmail_from = admin@localhost.com
; For Unix only. You may supply arguments as well (default: "sendmail -t -i").
;sendmail_path =