When you send a campaign out to your recipients the actual email that gets sent comes from firstname.lastname@example.org. This cannot be changed due to it affecting your deliver-ability rate but you do have control over the "Reply-To" address.
The "Reply-To" (or "Feedback Email") email address is the location where all replies will be sent to if the recipient sends a reply email to your promo campaign email.
Note - If you would like to be notified by email every time you receive feedback from a promo campaign read this article - How do I enabled promo feedback notifications to my email?
The "Feedback Email" address is configurable on a per label basis.
To update your "Feedback Email" complete the following steps -
1. Select "Labels -> Record Labels" on the top menu
2. Select the label from the list
3. Update the "Feedback Email" on the "Record Label Details" screen
4. Click the "Apply" button on the icon menu to save
All replies will now be sent to the email address you specified above for this particular record label.