[Exim] Filter

OK, I have now constructed a script that creates a txt file with all the
user e-mail addresses. It has the following format:

user1@???
user2@???
user3@???
user4@???
Etc.

Now, how can I create a director that filters through this list and rejects
users that do not exist in this list. I still want all the normal e-mail
boxes and aliases to be handled as normal.
Should I just create a "filter" or must I create a new transport that says
that all users on this list should be piped to a script, or can I filter all
mails through this list and then the normal forward (catch-all) to the pipe
will handle it?

Thanks

Michael