These are usually from bots/spam/kids/jerks that use forums and guest books to publish a website address in the membership list. They care less about your website and do not give a valid e-mail address, and that is why you get it back as undeliverable.
I have quenched their plans on my sites by:
1. Requiring an email verification.
2. Removing profile information fields during registration so a website cannot be entered. If a bot is registering and has included a website address in the registration submit post, it is intercepted and I redirect them to spam.org and exit the script.
Valid members can return to their profile and update their information and add their website, AIM, etc.
3. Filter the membership list to display only verified members.
4. If you have a problem with any member in the future you have a valid IP# or e-mail to block, and/or ban them, period.