SpamSieve not catching any spam

A couple of months ago, I had to erase my hard drive and reload everything. Since then, I have trained SpamSieve but it’s not automatically catching and deleting any Spam. When I use the the “SpamSieve-Train Spam”, it moves the message to my Junk E-Mail folder like it’s supposed to.

Any ideas. I’ve tried changing preferences, made sure that the name of the Spam folder (in this case, Junk E-mail) is correct.

Please make sure that you’ve created a SpamSieve rule in your mail program.

Thanks. I had overlooked doing this step.