1. From the Configuration link, select Business Rules.
2. Select Constituent Options, Email Options
3. On the right, mark the checkbox to Automatically create an action for that constituent under the "When an email is sent to a constituent..." line
4. Set the appropriate action type (i.e., Email)
5. An action is automatically added to the constituent's record the next time an email is sent.

This is a system-wide setting, so it will affect all users at the organization.