Every email message you mark as spam (and also mark the ones that aren't spam that went in to your junk folder) helps it learn over time.

If you want more (extremely) technical information about it: http://en.wikipedia.org/wiki/Bayesian_spam_filtering

As it learns, etc. or if you mark it as spam then does it go into your junk/spam folder or does it eventually start deleting them as they come through the system so you never see them?

It will move the messages to your junk mail folder. If you want it to delete them automatically you can set this up in the options, but i'd recommend letting it learn for awhile first.

Thanks a bunch!!!

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