Well, I've figured out how to make the junk filter do what I want. Basically, I need to delete the training.dat file, change the settings, and "retrain" the filter.

I still really dislike how it works, though. I can enable that option to move the messages to the junk mail folder, but despite having an actual junk mail folder (enabled in another option), this option declares that the junk mail folder is whatever is used in the previous option. So, if I've chosen a different folder in "other," that has now become the new junk mail folder. Basically, these two options are definitely linked to each other when they should be independent.

I also don't like how the training works, because I can't seem to tell the filter what isn't junk, which I would think would be just as helpful.

Anyway, this is a little disappointing. I just hope people recognize that just because something isn't MS doesn't mean there aren't problems with it.