Have server reply using a specific message ... but no reply

I need to receive a warning when I get mail in my secondary mailboxes, but I
think there is no way to do it.

So I thought of a workaround: configuring a rule in the server to send a
warning e-mail to a list with all the people who share those mailboxes.
Again, oh surprise, the Rule Wizard does not allow it. The only action that
could be suitable is "Have server reply using a specific message" if I
configure the list in the "to:" field of that especific message.

I tried it and it worked: We receive the warning ... but the person who
sent the original message too ! Is there any way to prevent this ? Is there
any instruction to tell Outlook to ignore the sender ?

Thanks in advance (and forgive my awful English).
Montse