If it is proceeding to the thank you page, it is attempting to send the email but for some reason the mail server is not relaying the message.
First thing to check is that you host supports sending emails using the php mail() function. if they do, ask for a sample script, this may give clues on how the contact form solution pack needs to be configured.
The will also be able to tell you what to enter for the email server.
make sure that you are not using the same email address for the to address and the from address.
the to address wil be the address you set in the WA_Globals.php file. The from address will be the address you use in the form, do not enter the same address when filling out the form that you used in the WA_Globals.
You may also want to ask the host to look in the smtp server error logs, this may help determine why the email is not being relayed.