two to try...
spambays - http://spambayes.sourceforge.net/
popfile - http://popfile.sourceforge.net/cgi-bin/wiki.pl
both are pop3 proxy filters. basically they run between your email program and your pop3 email server. they download and process the email then pass it on to your email program. If it's clean they leave it alone. If it's spam they'll mark it so you're email program can filter it into a seperate folder.
I run Outlook (not OE) and there is a outlook plugin for spambays that integrates right into outlook and has a few extra features but the core filter engine is still identical.
I average around 20-30 spam messages a day in my inbox and spambays catches every single one of them! I've been using it for months and have had zero false positives and only a few false negatives.