Check for returned mail

If I setup a mail script with PHP to mail out to a list of users, is it possible to check if any of the sent emails were returned? We want to setup a paperless billing application for our customers and need to ensure that they are actually getting their bill. It would be preferable if the script can detect the returned mail so it can post an entry in the database that the bill was not sent or email the admin with an error report. The script will reside on a Linux box using Sendmail. Thanks!