The reason these non delivery and spam capturing is as a result of the increased volume of spam on the internet (now 300% higher in 2007 and accounts for 80% of all mail).
To combat this the ISP's and hosting providers are providing spam filter engines at the internet gate - prior to delivery to exchange or any other mail application. Each message is scored based on sender IP address, domain registration, reverse look up, title, content, multiple or single recepients, copied or blind copied recipients etc. Once the score gets to 70% it becomes spam.. The weigting is set by the industry, the rest is automatic - be warned - make sure your mail system and domains are registered correctly - mail forwarding can be a big issue.
The Spam filters check the domain registry (for an IP address) if the domain does not have an MX record to send mail it will assume it is spam and trash it (level of accuracy 70%).
As you are using an ISP it is best to get the ISP to host your domain and get the MX records for your domain hosted by the ISP.
The use of Google business is an option but a large percentage of spam is blocked from Gmail as it is from Yahoo, MSN etc.
Look at a business hosting partner (smaller scales Namesco, or larger BT / HP or the like).
Mail is now more mission critical than most applications so be clear on what your needs are and do not be shy to spend a bit more for a "commercial" service.
