First time Exchange error

I'm fairly new to Exchange and one of our users received this error this morning:
"A configuration error in the e-mail system caused the message to bounce between two servers or to be forwarded between two recipients."

My main question is: Would this be on my end or the recipient's? Since I only have one Exchange server, it would seem to be on their end.

 

Look at the email header on the returned email. It should tell you where the problem is and which server it was bounced from. If you have no forwarding servers I would also check that your server does not have an open relay someone is using for spamming purposes.