If you want to keep track of the moment you started a new feature-branch you can use
git merge --no-ff -m "merged feature-branch" some-feature-branch
As described here. How can I achieve this using the SmartGit GUI?
When using Branch|Merge from the project window and SmartGit/Hg detects that a fast-forward merge will be possible, it will ask you whether to do so. The same happens when using Branch|Merge from the Log.