Exchange 5.5 Message Size

Through the General tab in Internet Mail Service in Exchange Administrator, we set the message size limit to 5MB. It is my understanding that any messages w/ attachments greater than this 5MB limit will be not be delivered. When this happens, doesthe message get sent back to the sender, or does it get stored in a location on the Exchange 5.5 server where I can later retrieve it?

Thanks,
Dan