One solution is to use a mailto
your email) action for your form. However, I wouldn't really recommend that route. Some mail clients won't work with mailto URLs, some browsers will display a warning that might scare off users, and (probably worst of all), your email address will be publicly posted in the action for any address-gathering spambot to pick up. They might even spam you through your own form.
Instead, you might try an external outfit like Response-O-Matic (
http://www.response-o-matic.com/). You set things up with them and they'll handle the scripting that'll bounce the data back to your email address. That's a nice solution if you can't host the script yourself, because it prevents all the issues mentioned above.
I would also recommend doing what Gandalf mentioned and checking to see if your hosting company offers any such service. If not, you might consider switching to a more full-service outfit when you can. You should be able to find reliable hosting with scripting support pretty cheap these days.