PopFile is a good Open Source written in Perl but installs at any windows alone. Many people is using it as a structure to add some other useful things. Since it is all based in a Bayesan filter, this system keeps on learning what we, humans, consider spam and what not. It also learns how to classify normal emails. As everything it needs some time to learn or someone to pass you his corpus (what it has learned).

Popfile works the same in any other platform.

There is an insteresting article about another alternative for LINUX: http://www.stonehenge.com/merlyn/PerlJournal/col07.html .