Like zwrite, xzewd will usually send all your messages authentically. However, this process does take time, and it does increase the load on the zephyr servers (making Zephyr slower for everyone), so you can turn off authentication with this option. Your messages will be sent faster, but when they arrive, they'll say "UNAUTHENTIC".
There are some options you can type in the destination box to change the authentication status for one message only; click here to find out about them.