ok, have you verified your php.ini file is pointing to the proper mail executable or mail server? the area in the file looks like this, but you would need to un-comment one of the lines and set the value depending on your os and mail method
Code:
[mail function]
; For Win32 only.
;SMTP =
; For Win32 only.
;sendmail_from =
; For Unix only. You may supply arguments as well (default: "sendmail -t -i").
sendmail_path = "sendmail -t -i"