Mine starts with my inbox open, so I can't help you with that. Junk Mail controls work great for me, only 5 out of the past 32 spam messages didn't get marked as spam. I have never had one false positive and I started using it sometime in January 04.

My settings
Click on Tools -> Junk Mail Controls
Select the account you want
Click on Adaptive Filter tap
Check the "Enable adaptive junk mail detection"
Click on Settings
----White Lists---
Check "Do not mark messages as junk mail if the sender is in my address book:"
Select "Personal Address Book"
----Handling----
Check "Move incomes messages determined to be junk mail to:"
Select " "Junk" folder on:" and select a mail box. Mine is the same for all addresses I check.
Check "When I manually mark messages as Junk:"
Select "Move them to the "Junk" folder
Check "When displaying HTML messages marked as junk, sanitize the HTML"
Repeat for each account you have setup. (Yes this part sucks)

Oh and make sure you mark all your good mail as not spam it really does help the filters.