If you didn't know, there is a ghost in SQL Server 2005 Database Mail. The ghost's name is Reply To. I saw the ghost this week as I was setting up database mail on my new SQL Server. I set up a mail profile and then, as I moved on to create an account for the profile. I set up the from, the from name, the smtp server, and there is was, Reply To! I thought to myself, this is a great feature as I don't want any replies going to the server account. I can have them sent to me! So I confidently approached the Reply To ghost and entered my email address. I successfully sent a Test Mail from the server to myself. Now, to test the repy to settings, I hit reply in Outlook! The email was sent and, NOTHING happened! I did not receive the reply, off it went to the From account. I double-checked, then triple-checked my database mail account setup, Yes, everything was set up correctly. I fearlessly checked msdb.dbo.sysmail_account and, yes, replyto_address, was there! Then I checked sp_send_dbmail and there was not a reply to parameter. Now I had found the reason for the ghost. You have nothing to fear from this ghost. Just don't expect it to be helpful.
Hopefully this ghost will be banished from SQL Server 2008