This is very easy. As sendmail uses procmail to deliver messages locally, you just have to let procmail know you'd like to deliver messages in a directory instead of in a single file.
For this, create a file /etc/procmailrc and add the following line to it:
Now all messages will be delivered into a directory called "Maildir" in the users' homedir. No service restart required. As soon as the first e-mail message comes in the Maildir-directory and its contents will be automatically generated. :-)