While you can create a rule to automatically CC someone when sending a message, unfortunately an automatic BCC is not possible. However, this is often preferred over a CC and still possible via a VBA macro solution or via an add-in.
By using a VBA macro, you can programmatically add a BCC address each time that you send a message. You can find a code sample for this on OutlookCode.com:
To automatically Bcc all outgoing messages
Always BCC add-in
If you are not comfortable doing this manually by code or if you want to set conditions when a BCC should be sent, you can use a supported add-in from Sperry Software called Always BCC.
If you decide to order an add-in from Sperry Software, use “BH93RF24” to get a discount.
A more advanced version of this add-in is called Compliance Copies and allows you to specify a different BCC address for different conditions.