Mailing out a lot. what should I think about?

I’m building a website with a pretty big database of people and this will send like a newsletter sometimes.
There be like 5.000 mails being sent at one time. This is meant to be sent from a script.

Is there anything I should think bout when writing this?
Should there be some code waiting for the server until it’s been sent or anything like that?
Or can the script run and send things like this without a problem?

I heard from my web host, that the only thing I have to setup is an e-mail that exist on the server that the script is sending from. Then there is no limit to how many I can send at one time they said.

So, it’s just the script I’m worried about, so I make that one correct.

I saw something on the internet called Pear. They have something called mail queue.
I chatted with the support on my host and they said that I can run pearl there. But I just don’t get it. What do I need to setup myself?
What parts do I have to get from the pear site to make it work? I just don’t understand where in the process my place is to use that if it’s already pear installed on my host.

Now I got a reply from the technical staff at my web host. They said I can’t use Pear, since I need “shell-access”/“command line” and a cron-job. I can’t have that on their server.
So, they suggested me to make a script where it send a couple of e-mails, then mark those as sent. Then run the script again and so on…
Hmmm, in that case I need to run like 100 sends at a time. Then click for the next ones… it will take a lot of time. Then I thought about something like ()sleep. To run the script sending 100 and then go to sleep for 2 mins and then run the script again. Is that a solution?
But then I need to have the page up during the sending process I guess? It would be better with something I can just run or anyone else. With just clicking a button. If someone else who don’t know how this works helping me sending, then it would be nice to have some kind of batch process. Or is there no solution to my problem?