Well, obviously the way to go would be a server side script like ASP or PHP. Which one of those you use depends on your host's server. Windows and MSSQL or Linux/UNIX with MySQL. Microsft being Microsoft pretty much require you to use their ASP/MSSQL to achieve your goal.

If you are hosted on a non windows platform then MySQL/PHP would be the way to go.

Someone posted a sample mailer form on here some time ago... I can't remember who it was though....Damn this memory. It was in the PHP forum though so I'd look there first.