SMTP NDRs

w2k3 SMTP server - This seems too weird... for all the posts I have read
about NDRs filling up badmail directories, I can't for the life of me get an
NDR to appear in my badmail directory. The NDRs DO appear in the event log,
and DO get redirected to the "send copy of NDR to " email address, but they
just refuse to go into the badmail directory. Nothing in the event log
indicating a permissions problem. No other badmail directory on the system;
windows explorer showing ALL files, no .bad files anywhere. Two separate
installs on two separate servers yield the same result. Neither install has
the POP3 server configured; I only need to send emails and handle NDRs....