1. make sure the email you send out have the header
2. setup this detect-bounce mail account at your mail server
3. redirect the incoming mail from this email account to your php script (check your mail server doc on how do this)
4. your php script will then be able to process the incoming email in whatever way you like, including to detect bounce mail message (use regexp search).
Note that the mail will be not be store after the mail server has redirect to your script. If you want to store it, you need additional code in your script