The Junk E-mail Filter in Outlook is turned on by default, and the protection level is set to Low. This level is designed to catch only the most obvious junk e-mail messages. You can make the filter more aggressive, but if you do it may catch legitimate messages sometimes.

Any message that is caught by the Junk E-mail Filter is moved to a special Junk E-mail folder. You should review messages in the Junk E-mail folder from time to time to make sure that they are not legitimate messages that you want to see.
This optional update will provide the Junk E-mail Filter in MS Office Outlook 2003 with a more current definition of which e-mail messages should be considered junk mail. This update was released in December 2008.