Logging Customers E-Mail

We recently implemented a CRM solution called Tour de Force, One of the many great features it has is the ability to log all Incoming and outgoing customer e-mail to the customer record,

It only log’s e-mails that have a matching customer record,

My question is, We were discussing how to let our customers know that e-mail is logged, if we should even let them know at all,

We have looked at disclaimers at the bottom of outgoing e-mail’s, or possibly a newsletter

Is anyone else logging customers e-mail’s?
If so do they know about it?
Any other tips?

Also any suggestions on how to deal with e-mails that have a privacy statment at the bottom.

Thanks