The standard Amazon Windows AMIs don’t come with the IIS 6 SMTP component installed. It can be added through the “Add or Remove Programs”->”Add/Remove Windows Components” util on Windows Server 2003 (full guide), but you need the installation media. Amazon has an article describing how to do just that here. You basically create an EBS volume from a snapshot they provide (2GB minimum size) and then attach it to your instance. It will show up as a drive in Windows, holding the contents of the two installation disks. Just point the installer at those and you should be good. Afterwards you can detach and delete the EBS volume.