When you see the Gmail interface telling you that a message was sent "via" another domain, Google is explaining that they have "detected that the email was sent via another mail service. This means that the sender may be using a third-party email service to generate this message. For example, the message may have been sent through a social networking site which offers an email service or sent through a mailing list that you're subscribed to."
The potential concern here for a sender is that subscribers will be confused when they see messages that say coming from email@example.com via bounce.exacttarget.com. When you don't use our sender authentication package, the authentication that Gmail is checking is the "message from" or "return path" address, a header you aren't normally exposed to. Here at ET, we refer to this as the bounce header, because it's the default domain set up to capture bounces that come back in response to messages sent via the ExactTarget platform.
There's nothing necessarily to be worried about here, though -- the "via" message is actually telling you that the SPF email authentication is working properly. But, if you're looking to eliminate (or better brand) this "via" information, consider implementing our Sender Authentication Package functionality. When you have SAP in place, this "via" information will show your custom domain instead of the ExactTarget domain -- an important consideration if you're looking to put your best foot forward for email authentication and branding.
You can read more about this new Gmail functionality over at Mickey Chandler's Spamtacular blog, Laura Atkins' Word to the Wise blog, or you can go directly to the source and learn more about this functionality directly from Google.
As always, feel free to reach out to our deliverability team if you have any questions.