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The esmtp auth piece on the Spamhaus site is mentioned for those needing to route outbound mail through their ISP's SMTP server
Forcing your clients to auth to use your smtp server won't do heaps - the hotmail systems are going to have zero real visibility into whether or not your users have authenticated to a system which it (hotmail) has no control over (headers are easily forged, so this is not an adequate indicator).
Regarding the PBL inclusion, flat-out they believe your IP address to be dynamic/residential.
This leaves you with two options:
-if you aren't on dynamic/residential address space, it'd be worthwhile engaging Spamhaus and seeing if they can correct their records
-if you are on such address space, you're pretty much limited to routing outbound email through a smarthost; if nothing else, on a case by case basis, though I would wager given the popularity of Spamhaus ZEN, you'll see this same issue with a fair number of other sites.
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