If SpamAssassin is set up on your mail server (like mail.your-company-name.tld); you can set up your mail client to filter out spam messages, based on headers that SpamAssassin adds to each message.
This is a HOWTO for configuring Outlook Express 5.5 to sort messages with a specific subject heading (in this case [Possible Spam]) into a specified folder called Spam.
Launch Outlook Express
Click on Tools -> Mesage Rules -> Mail
Place a check next to Where the Subject Line contains specific words in section one and Move it to the specified folder in section two, then click on the text contains specific words located in section three.
Enter [POSSIBLE SPAM] in the text field and click on Add then click OK
Click on the word specified in section three
Left click (once) on Local Folders so it's highlighted, then click on New Folder
Enter in Spam as the folder name and click OK
Click OK again
Enter in Move Spam to folder for the rule name in section four and click OK
Confirm that the Spam Filter rule is in place, click OK
New (marked) messages will now be saved into the folder Spam. You can view these messages by opening (double-clicking) the folder called Spam.
IMPORTANT: Please keep in mind that non-spam messages could end up in this folder