Train as Spam sends to wrong folder

I am having an issue with SpamSieve 2.8.1 (and earlier) whereby I have set SS to automatically send Spam to my MobileME (Server) Junk folder. This works fine however if Spam gets through and I select the message and select “Train as Spam” it goes to a local Spam folder instead of the folder (I set in preferences) I want it to go to.
I have the Junk Mail setting disabled in Apple Mail and the rest of the settings seem to be correct.
Is there something else wrong or is this just a problem nobody else has worried about or I am missing something?

You’re missing that SpamSieve has separate settings to control what happens with messages that you train as spam.

Opps, my bad.
Subconsciously saw three items but only ever concentrated on the main two.
Forgot about RTDM!

Thanks.