I assume this is for some kind of compliance requirement and needs to happen without the users being able to turn it off. Exchange 2010 and 2007 are much better at this, but with Exchange 2003 you are limited to mailbox journaling.
Big drawback is that journaling is enabled for the entire database, and all messages to and from recipients on that database will be sent to the journaling mailbox. The Compliance person would then need access to that mailbox in order to review messages.
Exchange 2007 or 2010 with an Enterprise CAL allow you to do per-user or per-group journaling instead of the entire database.
You can set a public folder as the Journal recipient and then restrict it so that only the person that you want to journal for can create new items. Remove Default and Anonymous.
Test this out first. Its been about 6 years since I had to do this but its what I remember doing.
Comments
Journaling with Exchange Server
Big drawback is that journaling is enabled for the entire database, and all messages to and from recipients on that database will be sent to the journaling mailbox. The Compliance person would then need access to that mailbox in order to review messages.
Exchange 2007 or 2010 with an Enterprise CAL allow you to do per-user or per-group journaling instead of the entire database.
Test this out first. Its been about 6 years since I had to do this but its what I remember doing.