There have been a lot of posts on the forums about similar things like this. I recommend that you use search and look for some of them... Especially since you really haven't given use enough information to actually help you since you haven't given us server OS, php version, etc. you should be able to find a php mail test script on google which if your php is configured correctly will send a test email.
Normally I would try to be more helpful than aaa this post, but I'm headed camping for the weekend. If you are still stuck on this when I get home I'll try to remember to reply again with more info. In the mean time if you could post more information about your setup, maybe someone else can assist you .