Delivery receipt failure in Outlook 2003

I recently moved from Eudora to Outlook 2003. While Return Receipt in Eudora
worked fine for all addresses, in Outlook, some addresses get this response:

"As part of the delivery process, your message was relayed to a machine
which does not handle delivery status notifications. As a result, it is not
possible to determine whether the message will get to its final destination."

I resend to the same address in Eudora and get a receipt. Is there some
setting in Outlook causing this?

Thanks!

CB