Bulk emails via a Campaign Activity

Hi, 

I need to send emails to some 1000 Leads.

1. I have created a campaign.
2. Added the Leads to a Marketing Lists.
3. Created a Campaign Activity.
4. Distributed the Campaign Activity.

I am able to send emails to all the 1000 Leads. However, when I check the Lead, email activity is marked as Not Followed.

Suggest me "How to do bulk emails to 1000 Leads and able to track email activity"?