SpamSieve is compatible with junk/spam filters that run on the mail server, however we recommend that most users turn them off because:
Turning Off Your Server-Side Spam Filter
Go to Gmail’s Filters settings. Create a new filter where the From matches @ and tell Gmail to Never send it to Spam:

Click on the gear menu, then Mail Options, then Filters. Create a filter that matches @ in the sender and delivers the messages to Inbox:

E-mail Hosting
E-mail is important. If your mail provider does not offer full control over the way it is filtering your messages, we recommend switching to one that does. The best solution is to get your own domain name; this allows you to change your mail provider without having to change your e-mail address. DreamHost and Pair are some inexpensive hosts that we’ve used and recommend. Other popular ones are 1&1, FastMail, GoDaddy.
Bulk Mail and Quarantine
Some mail providers have a mailbox called Bulk Mail or a special Web site to view messages that are “quarantined.” If possible, we recommend turning off these features for the same reasons described above. Regardless, there are two important points to keep in mind: