there could be any number of reasons.
who is the host?
What SMTP server are using?
What did you enter as a From email address?
is it a valid email address for your domain?
Are you testing live or testing locally? you should be testing on the live server.
What email address are you using to register, make sure it is not the same as the form address.
depending on your host, you may need to set the option to include the from name as an additional parameter, this is why i keep asking who the host is.