In order to send mails successfully through CFMAIL tag you have to make sure that the CFMAIL construct looks like following:
<CFMAIL FROM="user@mydomain.com"
TO="user@otherdomain.com"
SUBJECT="My Subject"
SERVER="mail.server"
USERNAME="user@mydomain.com"
PASSWORD="mypassword">
Email goes here...
</cfmail>
In the above construct you should replace mydomain.com with your domain name, and user@mydomain.com with the email user that you have created in Control Panel. Please do note that you must use mail server authenticaiton in your scripts else mails will not be sent.