Copy of all relayed emails to a folder/archive/mailbox in Exchange

We have sendmail running on and AIX box for our business software.  We route all of the mail to Exchange to send out.  If we send an invoice/quote through our business software it first goes through sendmail, then it goes through Exchange.  In neither place can I find a copy of the email.  My boss would like to have all of the emails that are send from our business software (sendmail) saved in a folder/archive/mailbox somewhere so we can reference them later if necessary.  How can I do this?  Is there a way in Exchange to copy all emails that are relayed from sendmail to a mailbox?  I have looked into having sendmail do something like a bcc but it is too complicated for me to figure out.  I am a novice at this.
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