Funny thing. This very subject was brought up to me today and I've been doing a lot of reading regarding bounced email and backscatter spam.
The issue you're going to find is the scripts detailed in the link you provided need to be run as root. As you're on a shared server, it's highly unlikely that you have root access to the server itself. There have been numerous changes to exim over the past couple of years as well, and that script may very well be outdated since it was originally written in '08.
I'm still looking into this issue and it's a thorny one indeed. exim needs to be set to where it checks at SMTP, not when it's already accepted the email and is deciding where to route it. It's much easier to set this in the exim configuration files, and your host should have already done this. In my case, the host doesn't do squat for dedicated servers, so I'm having to figure this all out on my own. **banging head on desk**
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