What kind of server is this script hosted on?
Is this server set up and configured correctly to allow the [man]mail()[/man] function to correctly do its job?
If you do not know the answer to these questions, you probably need to contact the server administrator and find out. You CAN glance at these values by making a script with "phpinfo();" as the contents, though you can not be sure it will work.
You can also try sending a very simple, test e-mail like so:
if( mail('myemail@mydomain.com', 'Test', 'This is a test.') == FALSE ) die('Error sending mail!');
NOTE: I'm assuming you know to replace 'myemail@mydomain.com' with your e-mail address.