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Exchange 2010 - Still need Websense filter?

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We're planning an upgrade to exchange 2010 early next year.  We currently use exchange 2003 with a Websense email filter in front sorting out the spam and malware.  I know exchange 2010 has signifigantly improved spam and malware protection from older versions but I don't know if its enough to do away with Websense.  I'm looking for opinions on whether or not exchange 2010 can handle this on its own or if I should stick with Websense or something similar to do our email filtering.
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Considering the vast majority (95% or something ridiculous) of email these days is spam then I think the answer depends on how tolerant you are to it.

Exchange 2010 will do an adequate job, and a much better one than the previous Exchange versions. The problem comes with new spam types using new tricks and/or phrases etc. Assuming Websense was on a subscription and updated it's filters then I would expect it to be much more effective and accurate meaning more spam blocked/quarantined and less false positives.

When doing a cost/benefit analysis I've always come down in favour of a regularly updated paid-for filter. But then again, I've seen some users receive hundreds if not thousands of unsolicited messages a day and that just isn't conducive to making £££.
AmitIT Architect
Distinguished Expert 2017

My recommendation would be, if Websense is able to filter spam properly, leave it as it is. With Exchange 2010, install the Forefront also. This might give extra filtering.