I want to setup Exim/WHM to query the SBL+XBL lists at SpamHaus ( http://www.spamhaus.org/sbl/howtouse.html ).

Only problem, I have no idea where to begin. Does anyone know of a good place that has directions?

Thanks!

the exim website of course. lots of documentation available there.

http://www.exim.org/

Who would've thought?! haha

hmmm...these are pretty complicated directions. Has anyone else ever done this?

http://www.exim.org/howto/rbl.html

http://www.exim.org/exim-html-3.20/doc/html/spec_46.html#SEC810

I'm assuming you've got CPanel. Check their forums, there's a rather large group of posts on exim4 and rbl's. Even if you don't have CPanel, you can pretty much use those posts.
http://forums.cpanel.net/showthread.php?s=&threadid=11728&perpage=15&highlight=exim%20tweaks&pagenumber=1
is probably the best thread on their forums with exact instructions and debugging stuff, but you'll need to read through ALL of it (it's like 5 pages long).

croakingtoad: these are my entries:

deny message = rejected because $sender_host_address is in a black list at $dnslist_domain\n$dnslist_text
dnslists = relays.ordb.org : sbl-xbl.spamhaus.org

browse through your exim configuration .. i think there should be something similar to that, but commented out :)

It's all dependent on whether you've got exim3 or exim4. Both methods have been posted, and links to 'em.