You can either disable the dnsbl check or install a MOD to prevent proxies.
However, that does absolutely nothing to change the fact that their computer (or one in the network) is probably infected with malware.
Tell your buddy to clean his computer or whatever computer in the network that got blacklisted.
That would be the smart thing to do.
Why on earth you as an admin would need to lower your forums defences just to let one infected machine in?
The problem is not within spamhaus or your forum. It is in your user that needs to be fixed.