Baldeagle, another way (or in addition to) and simple fix, would also just be to edit the language file.
1. Control Panel » Language Editor.
2. click on the "Language Editor" tab.
3. choose "mailer.php" in the "Choose Specific Language File" section. click "Go"
4. find "EMAIL_HEADER_TEXT"
5. replace:
"No need to reply to this email."
with
"**PLEASE DO NOT REPLY TO THIS EMAIL. IT'S NOT MONITORED**"
(sans the quotes)
6. do the same for "EMAIL_HEADER_HTML"
7. click on "Update Language File"
done.
