You can check external sent and received e-mails by going to this directory. It should keep up to a weeks info at a time, but you can copy the folder to keep more.
F:\domain\wpgate\GWIA\000.PRC
You should see log files. They can be viewed in Wordpad or Word, etc.
Another way would be to set a rule for all sent or received e-mail items to deliver a copy to you, the administrator, but that takes resources.