PHP Mail form problem

1

Hey! I have a problem with this:

<?PHP 
$to=$_POST['to'];
$subject=$_POST['subject'];
$msg=$_POST['msg'];
$headers = "From: Anonymous";
mail($to, $subject, $msg, $headers); 
    echo "Your mail has been sent."; 
?>

I’m not a PHP geek… So i dont know what’s wrong… I just know that i dont recieve an e-mail when i enter my e-mail adress. Please help!