[exim] notifications of delivery failures

I tried to send an e-mail to a specified address. The e-mail was not received because the attachment was too big. However, I did not
get any notification that the delivery had failed. The SMTP server that I used to transfer the e-mail was exim 4.60. Here's the
relevant part of the main log file:

2006-03-13 21:11:17 IW2YMN-0002WK-3N <= <from address omitted> H=sven [IP address of SMTP server] P=smtp S=10430246
id=000d01c646d1$e3d7aeb0$cf34000a@sven
2006-03-13 21:11:39 IW2YMN-0002WK-3N Remote host pmx.abv.bg [194.153.145.81] closed connection in response to initial connection
2006-03-13 21:12:00 IW2YMN-0002WK-3N Remote host pmx.abv.bg [194.153.145.93] closed connection in response to initial connection
2006-03-13 21:13:24 IW2YMN-0002WK-3N => <to address omitted> R=dnslookup T=remote_smtp H=pmx.abv.bg [194.153.145.87]
2006-03-13 21:13:24 IW2YMN-0002WK-3N Completed

After this I tried to send an e-mail with the same attachment via another SMTP server, which failed as well but I this time I got a
notice of delivery failure. Have I misconfigured exim?