You are not configuring the SMTP settings for the email. The object has no idea where to send the email through if you do not specify it...
js code:
SendEmail('Script <script@msghelp.net>', 'myemail@mydomain.com', 'this is a test email', '<html><head><title>Test Title</title></head><body>Test message body</body></html>', 'smtp.mydomain.com', 25, 10);
function SendEmail(from, to, subject, body, server, port, timeout){
var iMsg = new ActiveXObject('CDO.Message');
var iConf = new ActiveXObject('CDO.Configuration');
var Flds = iConf.Fields;
var Base = 'http://schemas.microsoft.com/cdo/configuration/';
Flds.Item(Base + 'sendusing') = 0x2 /* cdoSendUsingPort */;
Flds.Item(Base + 'smtpserver') = server;
Flds.Item(Base + 'smtpserverport') = port;
Flds.Item(Base + 'smtpconnectiontimeout') = timeout;
Flds.Update();
iMsg.Configuration = iConf;
iMsg.To = to;
iMsg.From = from;
iMsg.Subject = subject;
iMsg.HTMLBody = body;
iMsg.Send();
}
/ 
