One of my clients, whose e-mail system I have to use, uses a product called ESATInformer to filter spam. I don't understand exactly what the benefit of this system is.
When the system receives suspected spam, it keeps that spam message on the server, but it sends me an e-mail saying "We've received a message that might be spam. What do you want to do with it?" So my inbox still gets filled with unwanted e-mail about suspicious e-mail.
If I want to read the suspicious messages (and I usually do), then I have to send an e-mail request back to the system, which will then send them to me. It would be a whole lot easier if they would just let the suspicious messages through in the first place.
If your spam-filtering system is more annoying than spam is, then you've really screwed up.