Choose Show Other Scripts from SpamSieve’s SpamSieve menu. This reveals the Mailsmith Extras folder, which contains AppleScripts for use with Mailsmith. These make it possible for scripters to further customize and automate the labeling and marking of messages in Mailsmith. If you are using Mailsmith 2.0 and do not write your own AppleScripts, you can ignore the Mailsmith Extras folder.
You can add the AppleScripts to Mailsmith’s Scripts menu by copying them to the Scripts folder inside the Mailsmith Support folder. A filter such as the following may be used to change the labels of incoming spam messages.

This filter will pass all messages along to SpamSieve for analysis. It will set the Is Spam or Is Not Spam property of the message, and change the label of the message if it is spam. This is roughly equivalent to enabling SpamSieve in Mailsmith’s preferences, but because it uses AppleScript it is more customizable. Additionally, you can change the filter criteria to pass only select messages along to SpamSieve.