We have recently installed software called spamassassin on our mail servers for detecting SPAM emails.
This software does not delete SPAM emails - but only tags them. This allows you to use other tools to delete/move these emails.
Here are the instructions for doing this on various mail clients and other UNIX tools.
The best way to deal with SPAM is with procmail - Click Here to get info about filtering with procmail.
Filtering instructions for Outlook Express
Filtering instructions for Outlook XP
Filtering instructions for Mozilla
Filtering instructions for Pine