To train SpamSieve with spam messages, select one or more of them and then choose SpamSieve - Train Spam from Outlook Express’s Scripts menu. To train SpamSieve with good messages, select one or more of them and then choose SpamSieve - Train Good from Outlook Express’s Scripts menu. The keyboard shortcuts for these commands are Command-Control-S and Command-Control-G.
Make sure that you correct SpamSieve’s mistakes by using the commands in the Scripts menu—do not click the underlined blue text to indicate that a message is not spam.