By default the script send mails using the php mail() function. Some hostings limit the usage of php mail() function. Some are disabling it, some are limiting the functionality to sending only using a from flag with an account from that particular server. 
Try configuring the script to send mails using a smtp account. You can do this from Settings / Mail Settings. You will need to check the box "Use SMTP authentication" and to configure below a smtp mail account.