[Exim] Backup MX and host_reject issue

Hi,

My domain has backup MX provided by my ISP, which is really good for those
moment I get it into my head to try yet another feature that hoses the
server ;-).

However, this arrangement has an unfortunate side-effect: I can't block
spammers and other vermin with the host_reject statement in exim.conf. The
message is rejected by my MTA (Exim), but received from my ISP's MTA
(Sendmail).

I don't think the ISP would allow users to establish personal blocking
lists, so is there a way around this with Exim?

-- Juha