"intelligient" message filtering not working

I'm getting closer on getting this exchange server ironed out. Now I'm down to getting the users out from under a butt load of spam.  I've installed SP2 and Microsoft's 'intelligent' (is that a joke) message filtering.  I've set the block email SCL to 8 and junk email SCL to 4 and finally now to 2. But I never see anything in my junk email folder. Yet I'm getting plenty of spam right in my inbox. Is there something I'm missing on the client side?  By the way, most users don't even have a junk email folder in their PST file because they are using outlook PST stored on the workstation. What are my options to stop spam using this 'free' technology from Microsoft? And is there anyway to get this to work without having to go to every single workstation?

Thanks in advance!