I've been using Spamnet for a couple of months and highly recommend it.
It works exactly the way it should. It's free.
All of your email still comes in to your inbox, but then spamnet moves the spam messages to a spam folder. You can watch them disappearing from the inbox. If you want to read them, you just click on the spam folder, and there they are. If you get a spam message that doesn't get picked up by spamnet, you just highlight it, and then click on the 'block' button, and it gets sent to the spam folder. It also gets added to the spamnet database.
Very cool. No worries. It's perfect.
Get it at www.cloudmark.com