Error with procmail redirection

[Bob Nielsen <nielsen@oz.net>]

I have several addresses on my local machine all forwarded to the same
mailbox at my ISP.  I set up a ~/.procmailrc file in the directory of
the user which retrieves the mail (with fetchmail) with the following
type of filter:

:0:
* ^To: user1@myname.mydomain
! user1@localhost

This works to redirect the mail to the correct mail directory, but exim
notifies the sender that there was an error:


----- Forwarded message from Mail Delivery System <Mailer-Daemon@n7xy.net> -----

X-Failed-Recipients: user1@localhost
From: Mail Delivery System <Mailer-Daemon@n7xy.net>
To: send@somdomain.com
Subject: Mail delivery failed: returning message to sender
Date: Mon, 02 Sep 2002 03:13:22 +0000

This message was created automatically by mail delivery software (Exim).

A message that you sent could not be delivered to one or more of its
recipients. This is a permanent error. The following address(es) failed:

  pipe to |/usr/bin/procmail
    generated by nielsen@localhost

The following text was generated during the delivery attempt:

------ pipe to |/usr/bin/procmail
       generated by nielsen@localhost ------

procmail: Couldn't determine implicit lockfile from "/usr/sbin/sendmail"

------ This is a copy of the message, including all the headers. ------

<snip>

Is there some {exim|procmail} setting required to define the lockfile? 
I get no errors sending mail, just when incoming mail is redirected.

Bob