Sending (client sided) forms from a PC works like this:
Your browser creates an email message and will use your default email client to send this message (using MAPI).
To configure your default email client:
Internet Explorer Menu|Tools|Internet Options|Programs|Email
Select your email client (prefferable Outlook Express).
Also make sure it's the default MAPI client:
In Outlook Express|Menu|Tools|Options|General Tab
and click This application is the default Mail Handler ->Make Default
If you like, you can read the following internet articles for more details:
http://webdesign.about.com/cs/forms/a/aamailtobroke.htm
or
http://support.microsoft.com/kb/q186229
or
http://support.microsoft.com/kb/q279460
If you read the articles above you'll learn this method is not very reliable, it's better to use some kind of server side script (like PHP) to collect the data.
Users of Quick 'n Easy Web Builder can also use the built-in PHP form processor. In that case no custom scripting is needed:
http://www.quickandeasywebbuilder.com/form_wizard.html