[Exim] Two questions

Hi !
I've got 2 problems:
1. My mail server was used for spamming :( So I've decided to put into my
system filter (windows executable filter) such lines:
if ${lookup{${domain:$header_from:}}lsearch{/etc/exim/aliases/domains}{a}} is
""
and ${lookup{${domain:$header_to:}}lsearch{/etc/exim/aliases/domains}{a}} is
""
and ${lookup{${domain:$header_cc:}}lsearch{/etc/exim/aliases/domains}{a}} is
""
and ${lookup{${domain:$header_bcc:}}lsearch{/etc/exim/aliases/domains}{a}} is
""and
${lookup{${domain:$received_for:}}lsearch{/etc/exim/aliases/domains}{a}} is
""
then [write a spam message and fail].
But I don't know if it is the best solution - I just want to refuse _all_
mail not addressed to/from my domains. Another thing is that after applying
this last check (for $received_for) I couldn't receive mail from mailing
list! The reason is that none headers in that mail contain my address, so
filter quickly :fails: it. I even don't know if your answer will come to me
... :(
2. I wanted to use wildcard MX records in DNS (like *.mydomain MX 10
my.mail.host). But sending mail to no-existent domain (@nonexistent.mydomain)
freezes this mail. After a moment I put statement 'self = fail' in my exim
configuration (routers conf). And now it works OK, but after sending to
domain described above mail returns to sender with body: "Error: lowest MX
points to localhost bla bla ...". I just want to customize that error
message, like "Sorry, that domain does not exist. Please check it ..."
Or anyone has better idea to do that? (Ah, and my domains are listed in file
mentioned in question 1).
Thanks in advance and sorry for my english
Robert