To send a mail directly you have to set up a mail server on the site server.
Anyway it have to be done with php or cgi like elliot said.

you can make and account in http://www.formbuddy.com
they will provide you of redirection service of the info from the form to the mail.

See this example i made : http://format.8bit.co.uk/HTML/ServInte.htm

Good luck!