POPFile is a free spam filter which appears to run on any platform that supports Perl. I haven't tried it yet, but I will report back on my impressions for those interested, once I've used it for a while. Thanks to Amy of EAforums for this tip!
So far, so good. I installed it on my machine. It has a web-based interface which it accesses through your machine's port 8080.
Also, if you're on Windows you don't have to bother with installing Perl. It has an all-in-one install. Basically, the thing sits between you and the mail server. It starts out dumb, and you train it. Tonight I'm not getting any spam, so it's not getting any training!