Create a blank page with code like this:
$to = 'email@example.com';
$subject = 'the subject';
$message = 'hello';
$headers = 'From: firstname.lastname@example.org' . "\r\n" .
'Reply-To: email@example.com' . "\r\n" .
'X-Mailer: PHP/' . phpversion();
mail($to, $subject, $message, $headers);
If that doesn't work, show it to your hosting provider and tell them that php mail() isn't properly configured.
If it does work, then post back and we will have to look into your receipt email pages for the issue.