Outlook Express spam filter setup
1) Right click on the Local Folders item on the left side of Outlook Express and select the New Folder.. option.
2) After the Create Folder dialog is displayed, type the new folder name Spam in the Folder Name: space.
3) Select OK
4) From the OE main menu, select the Tools->>Message Rules->>Mail option.
5) In the Message Rules dialog, select the New... button on the upper right.
6) in the New Mail Rule dialog, select the following:
Where the subject line contains specific words.
Copy it to the specified folder.
7) Click on the blue link at the bottom named contains specific words and a Type specific Words dialog will be displayed.
9) Enter the text ***SPAM where it asks to type specific words and press the Add button on the upper right..
10 ) Click the OK button.
11) Click on the second blue link at the bottom named specified.
12) Select the Spam folder created in step one or create a new one where you want your spam to be sent.
13) Press OK to close the Copy dialog.
14) Press the OK button to close the New Mail Rule dialog.
15) If you want to filter the current messages in your inbox, press the Apply Now.. button on the Message Rules dialog.
16) Press the OK button to close the Message Rules dialog

Mail that is flagged as spam will now be sent to your Spam folder in OE. While you can modify the rule to immediately delete these messages, we recommend that you store them to a temporary folder. While our spam filter is very accurate, any filter may flag a good message by mistake. By copying spam messages to a temporary folder, they can be recovered if a message is mistakenly marked as spam.