Thanks for helping me out here but I think I found an easier solution. Your solution would not have worked because in the place of the confirmation page I have a demo software.exe file so that the moment a client submits the form the software begins to download.
I found that all I had to do in Front Page was this:
In the Forms Properties box click on Options and then Email Results
In the Reply-to: line click on Form Field Name and under that I typed in the name of the form field on the form that contains the email address of the client.
The form is emailed to my server as coming from the email address entered by the client and the autoresoponder sends them the message.
Thanks again for your help