This is done by creating a Catch-All Account.
1. Open the MailMax Admin.
2. Expand the Connection Manager.
3. Click on a connection (lightning bolt).
4. Click on Domains/Users.
5. Double-click on the domain in the right pane.
6. Go to the 'Mail Boxes' Tab.
7. Add your email address under 'Catch-All Account'.
This email address will receive ALL email that is sent to valid and invalid users on the domain.
Waring:
If by chance you have been added to an Open Relay list, having a Catch-All account could possibly cause you to fail any open relay check test.