I have been using PST in my Outlook, but recently we have setup an Exchange 2003 server in our office, so my account is now on the Exchange server.
The exchange server has a spam filter, which it puts in a physical folder on the server. Althought the Outlook client won't let you use the junk mail filter that exists on the Outlook client like it does when you use a PST folder (unless you use an OST file, which I don't), something interesting happened "by accident":
I imported all the folders from my old PST file to the exchange account when we set it up - and that imported the junk mail filter - and it's still using the Outlook client junk mail filter ON TOP of the exchange spam filter!
So some messages get catched by the Exchange spam filter, and some more get catched by my client side outlook. I really like this behavior, since it blocks more than what the Exchange blocks - but my question is could this be applied to another exchange box I'm monitoring - since I haven't been able to reproduce this....
If someone would be able to assist me in reproducing this behavior this would be awesome!