Setpref is not working or is it a bug or something?

[gnupgpack at on.yourweb.de]

>> I am sorry, all my replies are sent to gnupg-users at gnupg.org only,
> Yes, that's the right procedure.
> The problem Peter mentioned is caused by the fact that your replies lack
> the  message headers (In-reply-to and References) that usually link 
> replies to the replied-to messages.

Yes, that's true, SMTP-Filter is running for outgoing mails:
http://lab1.de/Central/Software/Internet/E-Mail/SMTP-Filter/ 

It deletes for security/privacy reasons:
IN-REPLY-TO:
MESSAGE-ID:
ORGANIZATION:
REFERENCES:
THREAD-INDEX:
THREAD-TOPIC:
X-MAILER:
X-MIMEOLE:
X-MSMAIL-PRIORITY:
X-Relayed-By: GPGrelay

Hidden header 'In-Reply-To: <1CD78A.547AEDEA.0002 at machine>':
IN-REPLY-TO and REFERENCES for example include ... at machine, which is always
the same... This is not wanted because of the possibility of tracking cross
over the web ("who posts which content...")

So, how to deal with this behavior?
Keeping subject untouched seems to be enough for identifying and associating
to thread, isn't it?

Thanks + regards,
Chris