i suppose you will need to contact your hosting provider to verify this and ask them for details on custom controlling the spams via user end as some host provider limit the accessibility and the spam control is server wide.
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Ok.. it does mean there is a spam filter .. but how to make it more effectiv
You can use sa-learn command. Given a typical selection of your incoming mail classified as spam or ham (non-spam), this tool will feed each mail to SpamAssassin, allowing it to 'learn' what signs are likely to mean spam, and which are likely to mean ham.