Errors on delivery of messages

I am a new Smartlist user, so please forgive any really obvious ignorance.
The messages on my list are mostly getting delivered to the list members,
but all of the messages delivered to my mailbox have the subject line "Mail
delivery failed: returning message to sender" or something similar.  The
very bottom of this message will usually have the body of the message posted
to the list by another user.  Does anyone have any suggestions for making
this delivery system resemble something a little more normal-looking?  

Tim Dees
[email protected]