Well unless it is server side you will need to have a mail client running 24/7.

Server side you can do it 2 ways. You can use a third party software like Exclaimer or using the rules.dll.

Here is a great article for using rules.dll:

http://social.technet.microsoft.com/Forums/en-US/exchangesvrdevelopment/thread/2f36b24b-5651-4cf4-9086-6d62f74558ad/