Auto create an activity for a lead when a campaign is sent out to that lead?

Auto create an activity for a lead when a campaign is sent out to that lead?

I would like the sales guys who own the leads to get an activity (to follow up with their lead) against that lead after a campaign is launched to that lead (using Zoho campaigns.)  I tried looking under campaigns, workflows and CRM leads.  Couldn't figure it out.  Any ideas how to automate this?

Thanks