I would like to send a message confirmation for every
email that my mail box (set up an admin box) receives.  I
tried to set this up as an autoreply, but then it only
gets sent once and the mailbox has to be open.

I have tried putting on Out of Office Assistant, setting
up a rule to send a template everytime a message is
received.  That actually works the way I want it (don't
have to have it open), except for everytime I open the
mailbox it asks me if I still want it on.  AND the first
time it send out an email it sents a generic AutoReply:
Out of Office email in addition to the template that I
want it to send.  I do NOT want this initial email to go
out, but I want my template to go out every time a message
is received into that mailbox.  

Any ideas?  Thanks.