How do I get a "Return to Sender" piece of mail back to the mailman if I don't have a mailbox?

I receive my mail from a mailroom in my building that does not handle outgoing mail. I found something in my box today for someone who doesn’t live here, and I’d like to mark it “return to sender.” Can I just drop it in any old blue sidewalk mail box, or is there something else I need to do?