My advice, if you are going to select and user a mailer (MTA: such as exim, postfix, sendmail), your going to need to know how to diagnose problems and understand what to look for in a mail transaction.
Check your php.ini file to ensure that sendmail_path is correct, and you can also set mail.force_extra_parameters to -f "email@example.com"
sendmail_path = /usr/sbin/sendmail -t -i
; Force the addition of the specified parameters to be passed as extra parameters
; to the sendmail binary. These parameters will always replace the value of
; the 5th parameter to mail(), even in safe mode.
;mail.force_extra_parameters = -f firstname.lastname@example.org