I have the same issues with the confirmation e-mails that are sent from my blog hosting company.
We've tried many of the answers given by others here, much of it is very good advice but sadly it's not enough. The problem lies in the fact that we are all relying on software and programming to sort it all out and software and programming alone will never solve problems made possible by software and programming.
The problem is spam. Software designers and programmers design and build spam filters. Unfortunately, SOME of these same software designers and programmers also invent ways around spam filters.
It's a problem that will always haunt us and eventually make e-mail and most Internet applications unusable if we don't soon get a handle on it. As a matter of fact the current efforts to solve the spam issues only contribute to the issue.
Someday people might wake up to the fact that there is a very simple solution to our problem. Question is: How many of our businesses are going to go belly up before we all see the solution?
You can find the solution here:
The Anti-Spam Reserves: Finally An End To Spam - BPN - The Home of the Blogging Poet Network
and the cost is far less than software and programming.