Actually CDO, as you are using it, should work. It was CDONTS that was for Windows 2000 and earlier and is now deprecated.
Are you sure SMTP works? Is it set up on this same machine or another? Can you test it to make sure that isn't the problem. The code looks good.
The other possibility is it needs authentication or requires some parameter you are leaving out. If it is working and was set up by another then can they provide you with a sample of working code or details for the connection and use?
bol