Well, there are two ways of going about this...
Email Piping or Pop3/Imap client.
EMail piping would be the easiest, but requires your mail to be hosted on the server; when it's received the message is sent to a script and all is done there.
POP3/IMAP would allow users with mail "off server" to do the same thing, just it'd likely have to be a cron task (or the virtual "cron" we use to rebuild items on the forum when data is accessed).
Not an easy thing to do on either, but possible, but a lot of time...
