Things may have changed in the latest version, but I tried to set up effective spam filtering for Outlook Express for someone in the past and the best tools aren't compatible with it. It's not just a crippled version of Outlook, it's a completely different and fundamentally less capable application.
If you can upgrade to Outlook, Spambayes is outstanding. It works best from a standing start if you have folders full of ham and spam for training the filtering algorithms, but if you don't it will 'learn' from your manual assessments of spaminess as you go.
I very rarely get any spam in my inbox, and have not had an email improperly classified as spam in over 2 years. The longer you use it, the better it gets.
Note that a new class of spam that embeds binaries into messages carefully tailored to evade spam filters has exploded recently. The emails usually tout financial/investment info and are coming out of Russia.
http://spambayes.sourceforge.net/win...ml#non-outlook
It's free.