You may receive email bounce messages (mail delivery failed) for messages you haven't sent. This is caused by spammers putting your email address in the "From" field and is known as Email Spoofing. It may help to think of it as someone writing your address on the letterhead of a letter they send; the recipient of the letter would reply to you rather than the actual sender.
To combat this we suggest enabling one or both of DomainKeys and Sender Policy Framework (SPF) in cPanel under "Email Authentication". This will let other service providers know that our server is the one which is authorised to send email from your domain, so they can ignore messages with forged headers. (Not all providers support DomainKeys and SPF yet, so you'll still receive bounce messages, just hopefully not as many.)