Run it through a Linux box before it gets to your Exchange server and run Spam Assasin on all incoming mail. Otherwise, you can run a windows product like Mail Frontier Antispam gateway.
http://mailfrontier.com/
A few people at work use their client, Matador, and it works very nicely at filtering spam.
Spam assasin + linux = free
Antispam gateway = at least a $1000
Jugs