Use Outlook 2003 client junk mail filter ON TOP of Exchange's spam filter

When I do that, it says that "The junk mail filter is not available for your Microsoft Exchange server e-mail account because you are working online. To enable the junk mail filter for this account, switch to cached exchange mode.".
If I click OK, it takes me to the options which are set on "low".

But the thing is - I don't want to work in cached exchange mode, and on the first account I'm working online and STILL I have the junk mail ON TOP of the exchange spam filter.

Is there a particular reason you don't want to work in cached exchange mode?  As your mailbox grows it takes increasingly more time to transfer your whole mailbox from the Exchange server to your computer should you ever logoff or restart your PC.  With cached mode it just syncs all the folders within a matter of seconds.

The junk mail filter won't work in Online mode because Outlook is never "getting" the emails.  Outlook is just a window to see the email.  In cached mode Outlook actually receives the emails and can process them.  However, the Junk E-mail Filter lists which are created under the tabs named Safe Senders, Safe Recipients, Blocked Senders and International are still used by the Exchange Server to evaluate mail. This means that if a sender is on your Blocked Senders list, mail is moved to the Junk E-mail folder on the server and is not evaluated by Outlook 2003.  

I don't want cached exchange mode since I have a large mailbox (over 1 GB which is needed - not for archiving) and Microsoft doesn't recommend using OSTs which are larger.

I understand that in online mode outlook is not supposed to use the junk mail filter - but the funny thing is - that it is! And I'm not quite sure how it started behaving this way. Basically, it runs the junk mail rules on the client side, and if it sees junk messages it moves them to the junk mail folder. So it will only work when outlook is activated - but that doesn't matter since outlook is open 24/7 on my computer, so basically it's doing the work for me!

The thing is I'm trying to see how to reproduce this behavior, which may not be a standard expected one, but I find it very useful.

Unfortunately I don't know how to recreate your situation.  I don't know why the Outlook Junk Filter is working if Exchange is running in Online mode.  But the limit for an OST file is actually 20GB.  
http://support.microsoft.com/kb/832925
When your email file is over 1GB this is when you really want to use Cached Mode.  There are a lot of laptop users out there (myself included) that have mailboxes that are in excess of 2GB and use an OST file.  If we didn't we'd never be able to use Outlook to view all of our email because it would take to long to download.  

Solution found!

If you login to outlook web access, go to options, check the "junk mail filter enable" option.
Then go back to your outlook client, you'll see that a new "junk mail filter" folder has been created (just like when you use PST), and the client will be performing additional filtering on top of the exchange store filtering!

This is beautiful... It provides "2 layers of defence" (I see the outlook client capturing messages that went through the exchange store's filter) and even if it wasn't inteneded to do so - if it works, it works!

I have not found the recommendation by luminas to work. Any other ideas?

You need to open a new question if you want everyone to see the question and offer suggestions

This does work, try playing with the levels of spamming

i mean in the exchange settings, OCL i think it's called