Can not get new ordered confirmation message by e-mail, when customer ordered my site they can't get confirmation massage by my side.
@Jeeva Rathinam which version you're using ? If 1.9.X then you need to set CRON for emails.
Just install the "SMTP Pro Email" extension: http://www.magentocommerce.com/magento-connect/smtp-pro-email-free-custom-smtp-email.html
Fill in with your Custom SMTP details and you will be done.