By default Exchange 2000 does not send copies of Non-Delivery Reports (NDRs) to anyone. This makes it hard to track problems with mail delivery and system stability. To enable NDR’s to be sent to s specific person you need to do the following.
Run the Exchange System Manager from the Exchange Server program group
Expand Servers > Protocols > SMTP
Go to Properties of Default SMTP Virtual Server
Messages Tab – add the users smtp mail address to the “Send copy of Non-Delivery Report to:” box and select OK