KE?
What are they going on about? You could block every little bit of spam you get through a mail server. But there is also a good chance that a users legitimate e-mail will get blocked as well. You have to find a happy medium between not receiving spam, but not losing your legit e-mails.
But hell, it you want to run an Exchange Server, enjoy.
"Anti-spam solutions should provide continuous and automatic updates, integrate at the Simple Mail Transfer Protocol (SMTP) or Internet Mail Connector (IMC) level and allow integration with Exchange 2003 and Intelligent Mail Filter (IMF) compatibility."
Get a linux mail server running qmail or something, with Spam Assassin and Spam Cop.