When you create a new email template you will see that the Senders Email address field on the right hand side will automatically have your companys drop box mail address completed.
We have always advised that you change this email address to one that recipients can reply directly to - such as [email protected], as shown below:
However if you do not replace the mail drop box address i.e [email protected] then any responses/replies to the email will go straight into your CRM account and will be seen on the Dashboard and not to your email inbox.