Well jlhaslip basically explained it out but before you try to set up something specific explain the problem here everyone would probably be willing to help.
Also I would like to add to the jlhaslip post that if you are using php mail() function it might happen not to work due to wrong or deliberate setup of server either disabling or not forwarding mails correctly.
So the best thing to use in such case is PHPmailer it is free class extension which you can include in your php file and send mails from any other site that in fact supports php. You will be able also to connect to remote mail servers such as mail.google.com that is gmail.com or any other of course if you have account there.
Other problem that might occur in your case is that you are trying to access mail.yourserver.com but you do not have such subdomain usually mails are accepted on incoming port and not on subdomain. Subdomain might be used just for the visual web interface and not the real networking process of sending and receiving mail from someone.
OK if I am not correct please correct me. Otherwise please explain the problem further.
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