Anti-spam config problem with Windows Live Mail

I'm running Vista Home Premium SP2, ESS 4.0.474.0 (anti-spam module 1014) and Windows Live Mail Version 2009 (build 14.0.8089.0726)

Despite setting up the anti-spam filter in ESS to move spam to the Junk Mail folder, it won't work - it always stays in the Inbox.

I get repeated spam messages from one address at the moment, so that address is on my blacklist, and I've tried classifying it as Spam or Spam Address many times.

I've tried it both with and without the Windows Live Mail junk filter enabled, but it appears to make no difference.

Either I'm doing something wrong, or this is a feature that doesn't work in the way I would expect it to.

Help please ?