When sending email messages using PHP, you must set the envelope sender in order to have bounces handled correctly. In order to set the envelope sender, use the -f sendmail option in the additional_parameters parameter of the mail command. Here is an example:
mail("to@example.com", "subject", "body of message", "From: sender@example.com", "-fsender@example.com");
Without the last parameter, "-fsender@example.com", bounces would come back to a system administrator account, instead of the From address, which is usually not what is intended.