A number of people are of the opinion that mailing lists should set Reply-To: to send replies to the list. They are wrong. A number of people are also of the opinion that it is not necessary to set Reply-To: to send replies to the list. They are also wrong.
First, go read Chip Rosenthal's excellent essay on mailing list Reply-To munging. Next, lobby the author of the program that you use to read your email. Tell them "I want a Reply List command".
Your software probably already has a Reply command, and a Reply All command. The first doesn't work to reply to a mailing list because the mailing list isn't the sender -- the author is the sender. The second doesn't work for a mailing list because it also picks up everyone on the CC: lists, and the author as well. Pretty soon you've got so many addresses in your headers that you don't need the list anymore, plus every one of them is getting two copies of the mail.
Reply List will pull out the recipient (in the To: header), and send email there. It sounds kind of weird to send email back to the recipient, which is probably why nobody has yet implemented Reply List. That's where you come in. Since the email software vendors haven't figured out that they should implement Reply List, we need to tell them. Complain to tech support, and point them to this page.