your code assumes you have a SMTP server running on your PC. My guess is that that is not the case. So you'll have to add some code to define a remote smtp server.
So you'll end up with something like this:
Set objMessage = CreateObject("CDO.Message")
objMessage.Subject = "Example Message"
objMessage.From = "test@test.com"
objMessage.To = "you@test.com"
objMessage.TextBody = "Test text."
'==This section provides the configuration information for the remote SMTP server.
'==Normally you will only change the server name or IP.
objMessage.Configuration.Fields.Item _
("http://schemas.microsoft.com/cdo/configuration/sendusing") = 2
'Name or IP of Remote SMTP Server
objMessage.Configuration.Fields.Item _
("http://schemas.microsoft.com/cdo/configuration/smtpserver") = "smtp.myserver.com"
'Server port (typically 25)
objMessage.Configuration.Fields.Item _
("http://schemas.microsoft.com/cdo/configuration/smtpserverport") = 25
objMessage.Configuration.Fields.Update
'==End remote SMTP server configuration section==
objMessage.Send