You need to setup your web server to support this? Many first time web form crafters falter here. They try to use the mailto method which as you discovered is a dead end.
Bob
Hey,
I've just created a form in dreamweaver and now I'm trying to figure out the action field. All I want is when someone clicks the submit button it sends me an e-mail with all the info.
As some people may access my form without an e-mail client (as they are on a public computer for example), the mailto command seems inappropriate in my research.
All suggestions are gratefully received.
Thanks
Hayden

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic