Did your site send mail with 6.0003? If not, your host may have sendmail turned off or misconfigured, a lot of hosts require the usage of SMTP which Dolphin does not support. There are mods available for this, not very reasonably priced but they are out there.

One problem I ran into with mine is I host DNS off-site and the host server was trying to send everything internal. My host was able to resolve this issue, but did not provide me with specifics on how they did.