Help me with Spam filtering...

Spam filtering

Every email sent to your hosted mailbox is filtered through SpamAssassin, a very powerful spam filter that attempts to determine if an email is spam. By default, SpamAssassin will move any spam it detects to a folder called Spam in your mailbox. This helps to clean up your inbox, while still keeping any mails it thinks are spam, in case they really aren’t. We suggest you regularly check this folder and make sure it hasn't mistakenly flagged a mail as spam (a false-positive).

Mail client settings

You do not have to configure anything in your mail client for spam filtering. It is performed automatically before emails even reach your mailbox.