E-Mails not being sent

I've just installed Project Pier, but the e-mails are not being sent. The system seems to be working well, it doesn't return any errors, but the e-mails never arrive.

I'm trying to send them using PHP, my site is hosted at GoDaddy and I have other e-mail scripts that are working fine.
I've checked my spam folder also, nothing there

I've searched the forums but couln't find an answer to this problem, any help is welcome, since PP is pretty much useless without the mail.

Thanks in advance!