The mail system has the ability to forward unknown (but apparently local) addresses to a smarter machine. The intended use for this feature is to allow multiple server machines to coexist within a single domain, where that domain has a mail router. This allows the individual machines to automatically send mail to the router if the user does not exist on that particular server.
Enabling the baduser channel with the Mail Manager is fully covered in ``Mail delivery channels''. This will add (or remove if it is already there) the baduser channel and provide visual feedback to that effect.