problem sending mail using contact form

problem sending mail using contact form

This is a mail settings panel in Joomla, when I try to send mail using Contact Form, mail does not reach our ourdomain.com (we are using ZOHO to collect mail, for our domain), but when I check the checkbox on that contact form 'send copy to my self' I get that message delivered to the address I entered in contact form, so the mail function is doing ok, however why we don't get mail on our domain?