They are getting this response from the appliance or the appliance is trying to send a message to them and getting this response?
The message you posted coming from the appliance means they were matched in a 3rd party RBL list you have configured. You should check their IP address on here and see which RBLs they are listed on:
http://mxtoolbox.com/blacklists.aspx
Once you find out which RBL they are listed on, you can either alert them of the issue or remove the RBL from the appliance.