It's easily done: install postfix/exim. Whatever you do, don't bother with sendmail - it's complete and utter crap, designed only to waste your time as you try to figure out why it's failing at sending/receiving/relaying/destroying email. JUST DON'T USE IT!

And yes, I just had to work on a server with sendmail installed. Spent 2 hours trying to convince sendmail to play nice, to work as it should. Fail. Spent 2 minutes installing and configuring postfix. Success. That about says it.