There are some email servers (which I don't know) that automatically
can send back an email to the sender,
asking the sender to authenticate himself by clicking on a link in the
message or by simply replying to the
 message.

Ah, it sounds like someone wanted me to post again!  :)

Top 10 reasons why challenge/response (C/R) is bad:

[1] You end up being a spammer (the majority of spam sent to you will result in confirmation requests being sent to innocent victims) [2] Spammers now send pretend confirmation requests, presumably to make people less likely to respond to C/R requests [3] Many people respond to C/R requests that they never initiated (sometimes intentionally, sometimes not). Some people who are fed up with bogus C/R requests respond to all of 'em, knowing that the spam will start getting through to people hiding behind C/R. [4] C/R companies have been known to send out spam and harvest addresses of people sending to their customers, and apparently sell those addresses to spammers [5] The C/R system is patented, so most anti-spam programs using C/R have legal liabilities waiting to be ironed out. The C/R program you buy today may go under tomorrow.
[6] Confirmations sent to mailing lists won't work
[7] Confirmations sent to others using C/R won't work. If everybody had C/R, nobody could send E-mail to anybody! [8] People who offer a free service end up losing money (by spending time investigating and responding to C/R systems, dealing with spam received as a result, etc.) and sometimes get fed up with C/R systems and eventually stop offering free advice (never knowing how many people won't get their E-mails), harming everybody. [9] Legitimate E-mail from automated services won't be seen (such as when ordering products online) [10] Due to #1-#9, most C/R challenges are treated as spam -- if the challenge never gets through, the response will never get through.
                                        -Scott

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