Although this code is the essence of it all (I know it works because I just sent myself a message using that code) there is something wrong in your code and/or your PHP setup.
I would first copy the program above to your webserver, and replace the strings in it to run to verify and then run it to make sure everything works.
It should look like the following:
<?php
$to = "joe@joejesse.com";
$subj = "Hello Message";
$msg = "This is a hello test message";
$hdr = "From: joe@joejesse.com";
mail($to, $subj, $msg, $hdr);
?>
Copy it to your webserver, name it mailtest.php and then run it from the browser. If you get an email back, congrats. Your email works.
YOUR CODE
Somethings wrong in the code.
1) There is a missing period (string concatenation operator) after the $comments variable. That would screw things up.
$messageproper =
"This message was sent from:\n" .
"$http_referrer\n" .
"------------------------- COMMENTS -------------------------\n\n" .
$comments . <--------- this dot is missing!
"\n\n------------------------------------------------------------\n" ;
2) You don't need the exit; statement at the end of the code. It's redundant.
3) There is a problem in the From: section. When I simply put in my email address, your script worked. So look into that. Instead of all that crap in there, replace the $hdr section with the following:
$hdr = "From: " . $name;
mail($mailto, $subject, $messageproper, $hdr);