RBL in Exchange 2003
If you don't want to use ORFilter, and only are looking for a way to block spam based on RBL's, Exchange 2003 can do the job for you.
However, there are a few differences in the way it works. Exchange drops the connection to a listed spammer before the mail is in the system, as ORFilter first accepts the message.
At first this sounds what you want, but consider this: by rejecting the mail before it's in your system there is no way for you to know if the mail was indeed spam! There is no way to revert this action, there is no 'bad mail folder'. Anyway, this page describes how to enable Exchange 2003, but I suggest using ORFilter because that gives you the option to examine the mail before deleting it, and also do other things like keyword filtering etc.
Another 'bad' thing is that there is no default way to see if the filters are working, and how many spam is blocked. To overcome this problem I made (with a lot of help from Pieter) a SQL stored procedure that generates a list of blocked e-mails.
Open the properties of the Message Delivery settings
Click new to add a connection filter
Add the desired RBL service and click OK
A warning shows that you have to enable the filtering at the SMTP virtual servers
Open to the properties of your SMTP Virtual Server
On the General tab, click the Advanced Button
Click the Edit button
Check the 'Apply Connection Filter' checkbox
Done!
Read how to use and test spamhaus.org RBL in Exchnage or how to test if your exchnage is open relay
