An AS2 receive port should be configured using As2Receive. Are you expecting a synchronous or asynchronous MDN? You can setup both under the party’s AS2 properties. You may need to setup a send port filter using an AS2 context property to get the MDN to be received successfully. Here is a link to the AS2 context properties: http://msdn.microsoft.com/en-us/library/bb226483.aspx. You can use IsAS2MdnResponseMessage==true to get a synchronous MDN and there is a similar boolean, IsAS2AsynchronousMdn, to catch an asynchronous MDN.
Thanks,