VM's current setup

Incoming SMTP goes via the EXIM front servers, to the spam filtering servers, to the Exchange SMTP servers (mix of 2000 and 2003 at the moment)

To the person who can't work out how to configure the anti-spam - it's off the options part of the webmail system.

This is the only reason I personally use squirrelmail, the availability of plugins to control extras like spam settings