Now correct me if I am wrong, but it would seem that you would be able to change the "Host name this list prefers" to whatever your want it to display on the from domain.
You can do it this way, but it's not the cleanest solution. It also won't work in an environment that already does masquerading improperly (if DM is set to hostname.example.com in your sendmail.cf, for example). In a case like that, the only thing that host_name changes is the value in your List-Id: and X-BeenThere headers.
If you have no control over your sendmail.cf, then it's definitely worth trying host_name (although I know that at my site and several others this feature is commented out to prevent user ignorance from messing things up).
But if anyone ever changes the masquerade host in sendmail, it will immediately override any of the settings specified in your Mailman config. For this reason I'm in favor of changing things only through sendmail when possible -- a canonical setting makes administration so much easier.
Have a great day.
I'll try... :)
Chris