CDONTS, ASPMail and the like are not email server programs. They're
interfaces to code (components) that allow you to talk to the mail
server you have installed.
W2K, W2K3 and XP Pro come with IIS as an installation option. One of
the features of IIS is that it has a built-in mail server. and all you
need is a component to talk to it.
W2K or before, with IIS installed, already has the CDONTS component. If
you have a later version of Windows, it has cdosys for an email
component which replaced cdonts.
If you still need cdonts, check this article
http://www.webhostgear.com/204.html