Unfortunately, Return Receipt is a pretty outdated concept and isn't supported by much anymore. It was originally conceptualized as a way to make sure that email was making it to it's destination back in the early days of the internet when the network infrastructure wasn't nearly as robust. This is not the case now-a-days. Plus, it INCREASES network traffic needlessly, as every 1 email now ends up being 2 emails (as you get your RR). Hence, Return Receipt has been very much deprecated over the years...
In order for it to work, the SMTP server that receives your email has to have that feature enabled. Most do not. The email client the recipient uses has to support RR and have it turned on. Most do not. The recipient in some cases has to ALLOW an RR. Most do not. The moral of this story, whatever you try probably won't work anyway.
All that being said, you will have to use a 3rd party plugin to do this with Mail.app.
http://home.tiscalinet.ch/david.frank/projects/mailpriority/
Good luck!
