Normally, as messages flow through your Exchange system, they go in, get processed and then move out, never to be seen again, unless you keep them stored in Sent Items, of course. However, for each virtual server in Exchange, if messages have problems, those messages are moved into a BadMail directory for that particular virtual server. After some time, this can begin to eat up space on your server and just adds one more maintenance item to your regular maintenance chores list.
As a remedy, Microsoft has released a utility--called BadMailAdmin--at can be scheduled to automatically clean up your various BadMail folders. BadMailAdmin runs against Exchange 2000 and 2003 systems and is supported on Windows 2000, XP and 2003. The utility can be downloaded here
Once downloaded, run the executable and provide the name of a directory to which you want to extract the files. Ultimately, you should use the Windows task scheduler to schedule BadMailAdmin, but first, you should run the script manually (named badmailadmin.wsf) to make sure it does what you expect.