[Exim] Meeting guidelines on Mail archiving / monitor

I may have to archive all Mail that goes thru our exim 4.3X server to meet
Government requirements (lawyers are still checking on it) is there good
way to do this is exim.
I know about the monitor Filter but is there a good way to break it down so
that all of the I/O-bound mail for a user is sorted to a directory. I have
done this some what with mail filters but it's very very time consuming and
hell to keep track of. Does anyone have any better ideas for doing this.
The last thing is retreaval of the mail for audits I am not sure how to
handle this one? (IDEA) Should I setup another mail server just for
archiving and tar it off to DVD every week or month and just deal with the
retreaval when I have to?