There is a feature in Exchange 5.5 (and later versions) called Message Tracking. Once enabled, it maintains a log of all messages coming into or leaving your Exchange organizations. The Help file that ships with Exchange 5.5 includes step-by-step instructions for enabling Message Tracking, so that won't be duplicated here. To open the Help file, launch Exchange Administrator and then press F1. This will open the file and then you can search for Message Tracking to locate the appropriate content.
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