Nearly all standalone spam filtering utilities are mail proxies. In the simplest possible terms, a mail proxy is a software utility that is inserted between your mail client and your mail server to process your e-mail before it is delivered to your inbox. You may not even know that a proxy is in use; all you know is that some email goes directly into a Spam or Junk Email folder.

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Mail proxies can be used for various purposes, but nearly all are used to filter spam. This filtering can be done in several ways, and many filtering utilities use several different methods to separate spam from legitimate e-mail, including whitelists, blacklists, keyword and key phrase filters, and statistical analysis.
Typically, a mail proxy will look at a message in the light of its various filtering technologies and then decide whether it’s spam or legitimate. The mail proxy will then mark the message somehow, often by inserting a short tag at the beginning of the subject line, and then send it down to the e-mail client.
The e-mail client still has a part in the filtering task: It looks at the markers added by the mail proxy and routes anything marked as spam to its trash folder and anything marked as legitimate e-mail to its inbox.
The mail server is somewhere on the Internet, typically owned and operated by your Internet service provider (ISP). The mail proxy and e-mail client are both programs that run on your PC, which is represented by the shaded box. When your e-mail client sends out its request for new mail, this request (which usually goes directly to the server) passes through the mail proxy. The mail proxy passes on the request for new e-mail to the server, which delivers new e-mail to the proxy. The proxy inspects and marks the new e-mail and then passes it on down to the e-mail client.