[exim] BT Internet, Yahoo!, DKIM...?

A substantial amount of my outgoing mail for Yahoo! is being delayed,
some of it for a long time, by their odd implementation of greylisting.
Well, I think that's what it is; they say they don't greylist, in the
usual sense - defer everything at the first attempt, then accept on the
second - but they certainly do something weird involving deferring mail:
sometimes they accept first time, other times they defer a dozen times.
I wouldn't care if it was just Yahoo! webmail, but since they run all
the mail systems for BT Internet, this is potentially quite irritating
to my clients.

I've just set up SPF records for some of my domains. Any idea if this
will help?

If not, do I need to do DKIM on my outgoing mail? Is there a handy
explanation and how-to? Neither experimental-spec nor the wiki page hold
my hand quite enough; I feel like I'm not quite getting it.

Many thanks,

John.