Mercury Mail Queuing?

[-i-dont-know-]

Hi,
I have Mercury Mail (got it in XAMPP) and I think I have it all setup to send emails. However, when I use the PHP mail(), it sends but i don't recieve anything. If I goto my QUEUE folder and send again, new items appear there. I've looked through the settings of Mercury Mail, but I can't seem to find something that stops the mail queuing.
My question is:
How do I stop my mail queuing and start it sending?

Thanks,
IDK