After encountering problems were messages sent from SelfRegistration were caught by spam filters, I had to learn a few things. I rapidly discovered spamassasin's test feature.
Spamassasin told me that the biggest problem with the messages was that I was only sending HTML, and no text part of the confirmation message.
So I fixed that. Also, you can now specify the subject of the outgoing message as well.
After numerous tests, this seemed to do the trick and hotmail wasn't throwing all the selfreg messages into the junk folder.
Have fun all