SpamSieve assigns each message a score between 0 and 100, and it considers messages with scores 50 or greater to be spam. Message with scores above 90 are almost certainly spam. Most messages with scores in the 70s are also spam, but if there are any false positives they will likely be in this range.
The pop-up menu lets you control the range of scores that SpamSieve considers to be uncertain. Uncertain messages may be assigned a different Entourage category, or they may be announced by an Uncertain Spam notification. In addition, messages in Apple Mail are colored according to their scores; uncertain messages will have backgrounds with brighter colors. By making it easier to spot uncertain messages, these mechanisms help you to efficiently verify whether SpamSieve has filtered your mail correctly.
Uncertain messages are considered to be spam, unless you tell SpamSieve otherwise; if you have auto-training on, there is no need to train SpamSieve that they are spam.