As long as there is a return address, either the posters own address, or the clickable one with the craigslist advertisment number, you can copy and paste it into the To: field of your web based E-mail.
If it's one of those annoying "reply" links that tries to open your defauslt E-mail program, there is still a chance you can track down the address it goes to by right-clicking the link and looking in Properties. Sometimes it shows the destination E-mail address which you can write down and then type in manually.