I have not found any real easy way to accomplish this, but I did setup this to occur for auditing purposes for a government agency.
Change the following to allow for all inbound messages to be delivered to a specified mailbox:
First, setup a specific mailbox for auditing and name it something that won't totally give away the mailbox function - assuming that you may not want your users to know what mailbox is performing auditing.
You will have to go to the each individuals mailbox and select file/properties.
Select the delivery options tab. At the bottom, of this tab you will see an alternate recipient section.
Select the modify button and select the auditing mailbox you created. Then select the deliver to both locations box.
IMPORTANT!!!
Most people think that this is all you have to do, but it isn't. If you only perform these steps you will notice that outbound messages are not sent to the auditing mailbox. To do this you will need to visit each computer and setup a rule that sends a copy of any sent email to the auditing mailbox.
This assumes that you have access to the users PC and login, this can be performed as part of a preventative maintenance program or planned with those in control of desktop support.