The space between the planets is not completely empty; dust abounds, particulary in the ecliptic and although the sun and planets tend to vacuum up dust over the millenia, asteroids colliding and comets orbiting put it back again.
The backscattering of light from the sun produce a very faint glow exactly opposite the sun. It is this high angle of reflection that distinguishes the gegenschein (from the German 'Counter-glow)' from the zodiacal light; in the zodiacal light, the suns rays are forward scattered . Also the zodical light is triangular in shape and found near the horizon, the gegenschein is roughly circular and found higher in the sky. You can see similar effects in the earth's atmosphere caused by backscattered light, such as 'the glory' seen in clouds opposite the sun (usually from an aeroplane), and the heiligenschein where it is dew on the grass that back-scatters the light.
The spectrum of the light from the gegenschein is actually the same as that of the sun, proving that scattered sunlight from dust is responsible. The dust causing it is very diffuse; H. C. van de Hulst has performed calculations that have shown the dust must be of the order of 0.04 inches in diameter and separated by on average 5 miles.
The gegenschein is a roughly circular patch of light, about 10 degrees in diameter, (although it becomes oval when it is found higher in the sky, later in the year, the long axis lying along the plane of the ecliptic) that can only be observed in very dark skies, you must be far from light pollution. To observe it, you will need to choose a time of year where the plane of the ecliptic is clear of the milky way, no planets such as saturn are near and there is no moon. For northern latitudes September and October, about one and a half hours before dawn is the best time to try and catch a glimpse of it.
Sources :-
http://www.as.wvu.edu/~jel/skywatch/skw9810h.html
Here's a picture :-
http://antwrp.gsfc.nasa.gov/apod/ap990625.html
To find it, there's a calculator here :-
http://wise-obs.tau.ac.il/~eran/Wise/Util/Gegenschein.html