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As for the server. Open the Exchange Systems Manager. Go to [Administrative Groups/First Administrative group (or whatever your group happens to be called)/Servers/(your exchange server in question)/Protocols/SMTP].
As for Outlook I will comment on Outlook 2007 (i think it is the same in Outlook 2003). Pull down menu Tools / Options. On the Preferences tab click the Junk E-Mail button. Select No Automatic Filtering.
David