The only question is: how hard is it to send an email through the Win32 API (sorry, never used that before)?
No idea about using Win32 specific facilities for mail-sending, but I have SMTP client code using Winsock to do this in a touch over 100 (dull, uninteresting) lines. The way I do this is to specify my own mail server by default, skipping any local servers. If the user can't do that (firewall reasons, etc.), I provide the option for them to configure their local mail server (also From: address, etc.)
-- Jon Bright Silicon Circus Ltd. http://www.siliconcircus.com