There are several options, here are the first two off the top of my head:
OPTION #1
Setup your forum so the mailer is "noreply@YOURFORUM.COM" and on your server, reject all mail from that email address.
OPTION #2
You can modify the footer language text used in your email mailer language strings from "This email was auto-generated. Please do not reply." to whatever language you think is best to use with your forum members.
Control Panel > Languages > Search / Edit Language Strings
>> Choose Specific Language File:
mailer.phpor
>> Search String: "
This email was auto-generated. Please do not reply."
or
MANUALY EDIT templates/english/mailer.php
$ubbt_lang['EMAIL_FOOTER_TEXT'] = "This email was auto-generated. Please do not reply.<br>This email was sent by %%HOMEPAGE_TITLE%% (%%HOMEPAGE_URL%%).<br><br>Manage your email preferences:<br>%%FULL_URL%%/ubbthreads.php?ubb=editdisplay<br><br>Update your forum profile:<br>%%FULL_URL%%/ubbthreads.php?ubb=editbasic<br><br>";
$ubbt_lang['EMAIL_FOOTER_HTML'] = "This email was auto-generated. Please do not reply.<br>This email was sent by <a href=\"%%HOMEPAGE_URL%%\">%%HOMEPAGE_TITLE%%</a>.<br>To control which emails we send you, <a href=\"%%FULL_URL%%/ubbthreads.php?ubb=editdisplay\">update your email preferences</a>.";