Ok, this is an old discussion, but:
I've found a simple and working solution here (link in spanish).
You just need to add one more field to the header of the message. To achieve this you must use method addHeader of Part class, implemented by Message class. This method receives 2 parameters, type and value of header.
To get confirmation you must add this header:
Disposition-Notification-To
And the value is the mail where we want to send the confirmation answer:
message.addHeader("Disposition-Notification-To","mail@example.com");
ATTENTION: be aware that, nowadays, a lot of mail servers like gmail are discarding this requests, so this will not have effect, but, if you are sure (like me) receiver server allows this, will work like a charm.