POPFile is a free mail filtering tool that runs as a proxy server on your computer.

POPFile uses Bayesian theory and can "predict" what messages that you receive are SPAM and categorize them accordingly. After a very short period of training POPFile to classify messages as "SPAM" or "Not SPAM" (a process we have made easier by adding a "Reclassify" command to Courier), Bayesian analysis will predict whether a new message is SPAM or not with an amazingly high accuracy - far higher that traditional pattern based filters can. By using the classification header that POPFile places in the incoming messages as a pattern in your filters, you can use POPFile to help eliminate nearly all SPAM that you receive.

Detailed instructions for setting up POPFile with Courier are available here.