I know this is a somewhat old topic but for those who surf to this post in a search engine looking for information on the X-Anti-Abuse headers, they will find some info here, as there is not much anywhere else.
Exim adds these headers to outgoing messages, which are usually sent by php and cgi scripts. It is under a config option in your exim.conf file, which on most servers is located in /etc/exim.conf. The option that adds these headers is an option called 'headers_add' (who would have thought).
For those who run their own servers and/or dont want these headers added open your exim.conf file and find:
headers_add = "X-AntiAbuse: This header was added to track abuse, please include it with any abuse report\n\
X-AntiAbuse: Primary Hostname - $primary_hostname\n\
X-AntiAbuse: Original Domain - $original_domain\n\
X-AntiAbuse: Originator/Caller UID/GID - [$originator_uid $originator_gid] / [$caller_uid $caller_gid]\n\
X-AntiAbuse: Sender Address Domain - $sender_address_domain\n"
condition = "${perl{checkspam}}"
Those are located at approximately the the 451st line. My exim file is slightly modified for my systems needs. All you have to do is # comment # those lines or simply erase them and your mail will no longer have those headers added.
I hope that helps some people out and shines light on the that anti abuse header as I have seen on some forums people think that is added by the server that receives the mail.
-drew-