The (IMHO) world's best spam filter, SpamAssassin, is a tricky beast to get running under Windows due to its UNIX-focused application structure. Thankfully a company has put it together with a lovely graphical interface for use on Windows and calls it No Spam Today. To make it really useful you need to add on an extra product called SpamMover which moves all messages marked as spam into a separate folder. Easy-peasy.

After the last few weeks I'd like to mention, perhaps re-itterate, two reasons I particularly dislike Microsoft Exchange: