The default setting in the /etc/exim.conf for the message size limit is:

message_size_limit = 20M

You can edit the /etc/exim.conf and increase this value as needed.  Restart exim after changing the value

/etc/init.d/exim restart

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SpamBlocker 4.x+

Newer exim.conf versions will use the /etc/exim.variables.conf file.
To change that, edit

/etc/exim.variables.conf.custom

using the custom variables guide to add:

message_size_limit=500M

or whatever you need, then run:

cd /usr/local/directadmin/custombuild
./build exim_conf

which should rebuild the exim.variables.conf

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If you're using ClamAV, you'd also need to match the StreamMaxLength setting in /etc/clamd.conf, to the message_size_limit.