The addition of a new email notification feature in Salesforce Winter '07 gives you the ability to auto-assign Leads and send auto-responders when leads come in through the web via the API (and not the traditional Web-to-Lead route).

Some new settings in i-Dialogue embrace this feature and give you the ability to fine-tune how email alerts are sent.

A double opt-in campaign, where a Lead is not actually entered into Salesforce until they've confirmed their subscription status in i-Dialogue, is an example of where you would want to use the native auto-assignment notifications and auto-response rules when a Lead is created.