On the Dream In Code forums there's a recent post showing you how to prevent mail() header injections when taking user input, like from a form.

PHP's mail() function is a very useful and powerful function, even to the point that it is very easy to exploit. A way hackers exploit this function is a method called email header injection. [...] I'm sure most of you can already tell that's not going to be pretty since we didn't check the user input and so forth. PHP provides us with functions such as filter_var which will validate user input and either return false if the validation fails or return the filtered data.

He includes an example of using this filtering methods to check the user input for malicious information - validating that the "to" address is a valid email (FILTER_VALIDATE_EMAIL) and a sanitize() method that removes things like newlines, carriage returns and a few other characters.