Testing form locally?

 Hi all,
I will soon be purchasing a host but at the moment I am trying to test everything locally before I go live. I built a simple contact us form and it validates perfectly, however, I get the following error when I click submit:
The transport failed to connect to the server
So I cannot test the form locally? Or I have screwed something up? Here is my code:
   using System;
using System.Collections.Generic;
using System.Linq;
using System.Web;
using System.Web.UI;
using System.Web.UI.WebControls;
using System.Web.Mail;

namespace MHM2009
{
public partial class Contact : System.Web.UI.Page
{
protected void Page_Load(object sender, EventArgs e)
{

}

protected void btnSubmit_Click(object sender, EventArgs e)
{
MailMessage msg = new MailMessage();

...