Sebastian Nohn has created a handy little script using PEAR packages to work with a Nagios installation to perform an automatic check - validating that your domain isn't listed with the given black lists.
RBLs are a great way to get rid of a lot of SPAM (if you choose the right ones). On the other hand you (and users of your mail server) get in big trouble if your SMTP server gets listed on a common RBL.
Checking this manually is a job that sucks a lot, checking this automatically is an easy job with Nagios, PHP, Net_DNSBL and Console_Getopt.
He includes the parts you'll need - grabbing the PEAR package, the PHP script to make the request and the changes you'll need to make to the configuration files to make it all work together.