OK, a little further into the 21st Century we were gifted with Exchange 2007 - unfortunately the Spammers don't care what we're running nor how much better we might like it than we did Exchange 2003, so, we start by visiting http://technet.microsoft.com/en-us/library/bb124696(v=exchg.80).aspx and get the info straight from Microsoft.
Well, that wasn't very helpful - first off I'm running Exchange 2008 without the Edge Transport role - don't ask me why, I didn't set it up, a subcontractor did, and he did a lot of things that might be questionable. I'm not sure if this is even one of them, but I digress. . .
You can access the Antispam settings by installing them in your Hub Transport role by going into the Exchange Shell and entering (replace c:\ with whatever the appropriate drive is):
c:\program files\microsoft\exchange server\scripts\install-antispamagents.ps1
then restart your Exchange Transport with:
restart-service msexchangetransport
You may then open your Exchange Management Console, go under Organization Configuration, click Hub Transport, and find your Anti-Spam Tab.
For more details, see http://www.msexchange.org/articles-tutorials/exchange-server-2007/security-message-hygiene/exchange-server-2007-spam-filtering-features-without-using-exchange-server-2007-edge-server.html