Lost Email

[Semperfi2004]

We have a user ourside our domain, when their company sends emails to us from their domain, we don't receive the email in our InBox. But, in Exchange 2003 if I track the email from the sender, it shows that the email arrived. There is no spam filter or junk filter or rules activated. The odd part, if we send them an email and we put a read receipt on the email, we get a returned “read” email in our inbox.
Your help would be greatly appreciated.
Thanks