I'm not sure if it would be practical to use that list. It's possible, but the number of entries in their database is too prohibitively long to use as a DENY list in iptables. I think that this type of blocking is best done at the application level, though it would be nice to have a global solution.
You would need to write a script to periodically retrieve the IP address list from the source and then format it to a text file and use the GLOBAL_DENY feature.