This is not a local thing, HGP. The sending machine is blacklisted on an American blacklist which is used by most spam filters in the world.
Notifying MSN of this event might be able to correct this. I doubt that if you and me wrote SpamCop that the situation will be changed. But if MSN wrote instead then the may pull some weight behind this matter.
If you or Ubergato needs the e-mail with the header information then contact me.