Ok, here is another gem. I hadn’t heard of this one before. It seems that the CDO.Message exception can also be thrown if you set MailMessage.Priority = MailPriority.High, and do NOT have ADO installed on the server.
It seems that the Priority property depends upon ADO. Kudos to CrystalTech, and David Good.
Here is the complete post regarding this tip.
http://dotnetjunkies.com/weblog/harpua/posts/5190.aspx#5799
Cheers!
Dave