have you set the universal Email behavior to Go TO a page after sending the email?
Does it redirect to that page?
What is the From Address?
Some hosts will require that the from address be a valid email address for your domain. if you are using a dynamic value for the from address, change it to a static address from your domain, and use the dynamic value for the reply to
When testing, make sure you are not using the same address for the to address as for the from address.
In the email server settings, what have you entered for the SMTP Server? or Port?
Who is your Host?
You may need to check the Send From Address as extra parameter option depending on your host.