Are you referring to browser forms? You didn't mention them, so I'm not sure. With rich client forms, there should be no place to return - it opens the client, submits, and then closes or not depending on what your settings are. If you have a browser form, then the return location is specified by the Source attribute in the URL. Go open a form in the browser and find the Souce attribute. Whatever is after the equal sign is where people will go. Unfortunately, there is no OOTB setting for changing this. It defaults to the URL you were on when you opened the form. If you generate the URL for a browser form and send it via email (like in a workflow), then you can specify the Souce to be whatever you want, but when opening a form from the SharePoint interface, it automatically sets the Souce as that same location.
I do believe someone has found a way to trick this, but I do not know the method.