To configure and test IP block list from Spamhaus.org for Exchange 2007

Set-IPBlockListProvider -Name "Spamhaus Example" -Identity sbl-xbl.spamhaus.org -AnyMatch:$true

If you want to test your setup, you can send an email to nelson-sbl-test@crynwr.com from your Exchange 2007 server on which IP block list is configured.

If you want more information, you can visit http://technet.microsoft.com/en-us/library/b513755c-5d3e-44fa-a6cb-771d48b544ac.aspx and http://www.spamhaus.org/sbl/howtouse.html.