Follow the instructions below to move incoming mail identified as SPAM to a seperate folder (other than your inbox). You can later - at a convenient time - check these mail items for possible "false-positives" and recover any such items before deleting the SPAM.
In Outlook 2002/XP, create a new folder at the top level called Spam for this example. This is where the email marked as spam will be stored.
Then create a new rule by clicking Tools in the main menu, then Rule Wizard, then New...
Select Start creating a rule from a template and select Move message based on content, then
under Rule Description and click the specific words link.
Add two options, one for {Spam?} and one for {Definitely Spam?}
In 3. Rule Description click on the specified folder link and select the Spam folder that you created above.
...obviously you can name this folder anything you like
or ... even send all such mail items straight to "Deleted Items" :-)
Then click Finish. You could also modify this rule to only check the Subject field rather than the Subject and Body.