If you are under Linux, you should assure that the Sendmail Daemon are running by type the following command:
nmap -sT localhost
You should see
25/tcp open smtp
If not, make Sendmail Daemon run by typping:
(type rpm -qc snedmail for other information)
If you are under Window, you should have an smtp running on another machine (linux) and do some other configs
Hope that help!