I'd like to be able to point to a FAQ that explains what an open proxy is; the difference between "you're a spammer" and "you're using an insecure machine"; and a statement that they need to talk to their ISP first. Yes, the error message suggests going to their ISPs, but it doesn't define "open proxy" and it says that the IP address in question might not be an open proxy, in which case, come to us.
I'm not sure how to word this one: in fact, I came over here after realizing that I couldn't write a definition of "open proxy" good enough to include in a screened support answer.