Actually, Sue is partially correct.
Her suggestion sets the "follow up DUE DATE", not the "follow up *reminder*" that the due date is approaching. Yes, the "follow up" will generate a pop-up message on the "due date". Technically, there is a difference, though. When manually creating a "follow up", you can select a start date, end date and a reminder. The purpose of a reminder is to REMIND you that something will be DUE to be completed at a given timeframe *before* it's actually due.
The reason I'm pointing this out is because I'm searching for a solution to create a rule that sets a follow-up due date AND a reminder about 1.5 days PRIOR to the due date...and it looks like the only way to do that is to create a vba script and have the outlook rule manager run the script on an incoming message.
Probably splitting hairs for most people's purposes, though...