Hi,

I'm just posting the way I finally managed to setup SQL Mail (sqlmail) in
hopes that if someone is having the same trouble in the future that this
message will show up on a google search.

Errors involved... Either there is no default mail client.. error 0x80040111

My problem was that while I did set the SQLAgent and SQL Server account to
run under a domain account with an exchange server mailbox and I did install
Outlook 2003 and setup a profile for that same account, I did this all while
logged on under a different domain account than the one the SQLAgent and SQL
Server were running under.  So, I should have (1) logged on under the domain
account with Exchange access that I wanted SQL Server and SQL Mail to be
sent from.  Then (2) installed Outlook and setup a profile.  (3) rebooted.
(4) set SQL Server and SQLAgent to start under that domain account with an
exchange mailbox setup in step 1 and/or 2.  Restart both SQL Server and SQL
Agent and then setup the SQLMail in the EM.  Then it works just fine.

My mistake was that I was not logged on under the domain account with
exchange access when I setup the MAPI profile for SQL Mail.