hooks and mail

[Guldo K]

Hello.
I'm sorry, but I can't understand how do hooks work.
I'd like to set reply-to to a certain value;
I wrote:
(add-hook 'vm-mail-hook
  '(lambda()
    (setq mail-default-reply-to "me@host.xyz")
  )
)

but it does not work.
I tried some other sintaxes, with no luck.
How can it be achieved?
What's that lambda() I found in emacs manual,
I can't understand.

Can't the value of a variable be used in a hook?
Such as '(setq variable 'other-var-value) ?

Thanks,

Guldo