If you're using Exchange 2007, chances are that you are going to setup some transport rules to add disclaimers to emails or prevent certain senders from sending to certain other senders. There's plenty of documentation on how to actually implement the rules, so I'm not going to get into that, but instead address an issue that appears to be undocumented.
When you create your first Transport Rules using the Management Console, one of the actions that occurs in the background is the enabling of the "Transport Rule Agent" which is what actually does the heavy lifting for you.
If you were to issue the command yourself on the Exchange Powershell:
Enable-TransportAgent -Identity "Transport Rule Agent"
You would get a warning that this action will require a restart of the Transport Service.
If your new rules are mysteriously failing, it is very likely because the Transport Service has not been restarted since the Transport Rule Agent was enabled.