updating correct lead source

Hi - I would like to reflect revenue & response according to the last campaign that was "responded to".  Now I have this set up in my marketing preferences (drop down option) however, if a response comes back in the form of a coupon code being applied to the order, and which was sent out as part of the marketing template the campaign set up. It does not update the lead source to that campaign.  Instead it remains the same lead source that is inherited from the main customer profile.

I am thinking that for a lead source to update the response needs to be in the form of a click though or custom url that may be a part of the message.  Is that right? and is there any way of overwriting the lead source through the applying of a coupon code to a transaction?