Who cares if it's seperated from the mail server? They're still networked together, even if they're not on the same machine. Besides that, to send an email, they're already pulling information out of the database for your account. All they should have to do, is add a table for recent "blue" emails to the database, and when they pull your email address, add an entry for the email they're sending. Then its a simple SQL query by the web server to pull the information and display it.

To even go one step further, my bank sends me emails saying "You have a message. Log in to your account to view it". Though, this may be a little over kill for a game.