[eluser]Glen Swinfield[/eluser]
I've had this happen for 2 main reasons:
1) You use a lot of cc: or (even 1) bcc: in the header - a lot of spam filters don't seem to like copying, particulary blind copying.
2) I'm not sure what this means but system generated emails sometimes get filtered with a "warning: sender is forged" message, to be honest I haven't looked into why this happens, i just know that it's annoying.