Once logged in, you will get a screen that looks like this:

You will need to click on the 'PREFERENCES' button.
On the next screen click on the 'Spam Settings' button just below 'PREFERENCES'.

Then you will get a screen that looks like this:

Make sure the dot is next to Yes under 'Enable Spam Filtering' and then under 'Use System Defaults' move the dot to 'No', and click any of the 'Save Changes' Buttons.

Now you will get a slightly different spam scoring page:

You can now change your settings to customize how the spam filter blocks mail for you. There are 3 settings:
Tag: Tag places a [SPAM] at the beginning of the email's subject line. It's the lowest form of spam blocking and basically allows you to delete most of those messages quickly once you get them.
Quarantine: Mail that is quarantine is held by our spam firewall and not delivered to your personal email box; You will receive an email daily telling you which mails have been quarantined and giving you the ability to deliver or delete those emails by clicking on the deliver/delete buttons beside each email.
Block: Email blocked is completely deleted by our server, you never see it.
If a lot of the email you get is 'tagged' [spam] and it really is spam, then you might try changing Quarantine down to say, 4, and block down to 6.
(lower is more likely to catch a mail and block it)