For the last day, I have been downloading email to outlook using a pop3 connection - Don't ask! Long story.
Anyway, the Junk email folder works amazingly well with POP3. All the horrible spam emails for viagra and, errr, extensions, have gone straight in there. I've gotta say, I didn't get the same results with the exchange or RPC over HTTP connection. Seems like POP3 is the new black.
I noticed today on the exchange team blog How to add the Exchange Team Blog as a search provider in Internet Explorer 7. This is a great feature for quickly searching different channels.