You can set the "Return-path:" (bounce) email header on the Config page. If you are using either method of bounce processing, this address will be taken from the "Bounce to Email" field. If you have bounce processing disabled, the value will be taken from the "Administrator Email" field. This address should, in almost all cases, be one on the domain ListMail is running on.
You can furthermore set the "From:" address, which is seen by subscribers and used for replies, in the "Send from Email" field on the List Settings page.
If changing these 2 fields does not help your email get through, I am not sure what else you can do.