Have you ever got unwanted mail from an ex-lover or a spam-provider?
The bundled Mail app has a nice feature hidden in the "Customize Toolbar" option. With the "reply as undeliverable" (or something like that, I use a german system -- it's "Bounce to Sender" on the English systems), you send a fake "The following addresses had permanent fatal errors" mail back to the sender. It looks like a real server-message and you have one problem less.
[Editor's note: This is also available in the menus, under Message -> Bounce to Sender.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20020222085613490