I'll definitely try that program, though!!

The plugin only works with Outlook, not Outlook Express. For Outlook Express, you'll need to use one of the other solutions, like a POP/IMAP proxy.

They seem to be harder to train, though. The Outlook plugin just has a pair of buttons which you press whenever something gets misfiled: "Delete as Spam" and "Recover from Spam".

Incoming mail either stays in the Inbox, or ends up in "Junk Suspects" or "Junk E-Mail". These days (now that I've trained it) I never have to rescue anything from "Junk E-Mail". I sometimes have to rescue things from "Junk Suspects", still.