To webmasters and/or developers it can be aggravating. We know what we want the FROM to be.
But to a hosting provider, they don't know if a site's forms are locked down or not and they don't want SPAM email being sent from their servers.
I have seen many threads where the OP was getting SPAM from their contact form and were dismayed to learn it was being used to send SPAM because they didn't filter and sanitize user supplied input and it allowed header injection techniques to BCC others. (You are locking down your form aren't you?)
If this is only for you then IMHO fretburner's suggestion to add the address to your white list i.e. "contacts" is probably the easiest thing.
If this is for others eg. a newsletter, then you could ask them to add it to their white list. I have seen site's ask this, but I'm not sure how good of an idea it is to rely on users to know how to do this and actually do it.
I have never used one, but AFAIK using a dedicated email service would solve the problem (and give other info like open rates), but for the added expense it might be overkill for your needs.