Let us know if you're successful. Let us know if it's worth the work.DomainKeys (DK) support is built into Exim using the libdomainkeys reference library implementation. It is available at http://domainkeys.sf.net - this library is licensed with a licence that is incompatible with the GPL which means that you may not distribute copies of Exim linked against libdomainkeys (and you will also not be able to obtain pre-compiled packages for this reason).
You must build this library on your system and compile Exim against it.