This is down to fact the web server is sending the message - so the true 'return-path' (actual sender) is indeed domain@webserver.com - Where 'webserver' is the relevant web server id within our network.
Unfortunately this isn't possible to override, so if it is causing you problems you may want to look into sending messages via SMTP rather than simply localhost - there's support for this in the majority of CMS, and this sends from an actual mailbox on the package. You'll typically only need the username/password of the relevant mail box in order to set this up. As this is sent from a 'real' mailbox on an actual mail server you'll likely notice increased delivery rates also.
