We recently migrated away from a public folder to a shared mailbox.  Our user's experience with the public folder was that when a bad address, ndr, or bounce back message came back from an email sent from the public folder it went directly to the user's mailbox, not the public folder.

Now with the shared mailbox, the bounce back messages go directly to the inbox of the shared mailbox, not the user's mailbox.  User's are sending email from the Shared mailbox as the Shared Mailboxes name, not as themselves, or on behalf, etc.

Users would like the bounce back messages to go to their personal mailbox, not the shared mailbox.  Is this possible?

its by design that NDR bounch back to the senders address.You could create a rule but that will be difficult if more than one person Access the shared mailbox.

Agreed with Off2work. This is by design as Exchange only see that the sender is the shared mailbox even through it's the user who send the email. You can setup client side rule but it only apply to that user else you can setup a server side rule to do that but mind you it will not be worth it as the server has to process that rule and perform other services.