Most Linux distributions install programs like Sendmail or Postfix to handle local mail deliveries.
While this works fine on multi-user systems or servers, these programs are quite large and complex for single-user desktop systems.
For Linux machines with a single user, the use of more lightweight mail "servers" may be desired--programs like sSMTP or eSMTP. eSMTP allows per-user configuration files unlike other similar programs, and so it's useful even for multi-user systems.
eSMTP is packaged in some distributions so it may be easily installed using urpmi, apt, or yum. If not, it is trivial to install although it does require the libESMTP library.