Sending "Email on Behalf" of isnt shown when received at destination email address

Dear Experts

I am encountering an annoying problem when sending emails on behalf of some one else using 2003 SBS and
Windows XP Clients.

I have configured Exchange Active Directory according to article ID 327000, Granting the desired user "Send on behalf of permissions" control of the Mail Box Owner account.

The Mail Box Owners Outlook application is then configured to allow the desired "Send on behalf" user to delegate
Outlook tools/option/delegate.

The From option successfully appears in the desired "Send on behalf" user Outlook application.

The problem :
The Send on behalf user then can create/reply to an email on behalf of the Mail Box Owner user. The email then goes to the sent box and this shows the email
UserB Sent on behalf of UserA
which is correct.

But when any "Behalf of email" is received externally the "Sent on behalf" is missing. If sent internally on the same domain the "Sent on behalf is always" present.

I have done all the Microsoft Office updates and the Server is also up to date.

I just dont get why the "Sent on behalf" goes missing

Any help or guidance would be appreciated.

Norman Cook