I struggled with this for a while and almost switched all my email over to another service. Luckily I figured this out before then. Whew. I had assumed it was impossible but then I noticed you can sync your iPhone with email accounts in iTunes. What isn’t obvious is that this syncs the email account settings, not the email itself. There’s a head slapper for you. So the reply-to address is supported - there’s just no way to set it on the phone. Probably what will happen is that I’ll get this all cobbled together and then the iPhone will get updated so I can do it on the phone instead. Oh well, that’s the price you pay for early adoption. Oh, that and $600.00 plus tax.

Do this:

• Create your account in Apple mail (I assume this will work with Outlook or Outlook Express on Windows but I didn’t try it).
• Set your reply-to return address for the account you want to use.
• Make sure all the settings are working for this account in Mail because it’s a pain to edit and test stuff like your smtp settings on the phone.
• Set the iPhone to sync to this account in iTunes.
• Sync
• Eat brave Sir Robin’s minstrels.