If you have Sender ID enabled on your Exchange server, it will block messages that SpamHero filters because it will not recognize SpamHero as being the authorized sender of the message.  The following error message will appear in the delivery logs of affected messages:

550 5.7.1 Sender ID (PRA) Not Permitted

To fix this problem, disable Sender ID on an Exchange SMTP virtual server as follows:

1.  Start Exchange System Manager: Click Start, point to All Programs, point to Microsoft Exchange, and then click System Manager.

2. In the console tree, expand Servers, expand the server that you want, expand Protocols, and then expand SMTP.
3. Right-click the SMTP virtual server on which you want to disable the filter, and then click Properties.
4. In <SMTP Virtual Server> Properties, on the General tab, click Advanced.
5. In Advanced, select the IP address for which you want to disable the filter, and then click Edit.
6. In Identification, clear the Apply Sender Filter check box to disable the filter.
7. If you have multiple virtual servers, repeat Steps 3 through 6 for each virtual server on which you want to disable the filter.

If the above solution does not work for you, let us know what version of Exchange you are running, and we will check if an updated solution has been provided by Microsoft.