1. First we will want to create a mailbox to hold all your spam until you get a chance to review it. You could simply delete all "Spam Alert" mail, but this is not recommended. It is not recommended because not everyone running an open-relay mailserver may be aware of it, and you may get e-mail you want to keep that is filtered into your spam mailbox. This way periodically you can go into your spam mailbox and check for any important messages. If there is none you can simply delete the all messages in the spam mailbox. Click on "Mailbox", and then "New".

2. Next we will name our mailbox, let's call it Spam. After you type the name click ok.

3. Now we will want to create our actual filter. To do this click on "Tools" and then "Filters".

4.

1. Click on the "New Button" in lower left hand corner of the current window.
2. Under the "Match" section make sure the "Incoming" box is only checked.
3. Choose "Any Header" in the header drop down menu.
4. In the next drop down menu, you should select contains.
5. In the first text box you will want to type "x-rbl-warning".
6. In the "Action" section, select the first drop down menu, and pick "Transfer To".
7. To the right of "Transfer To" select "Spam".
8. Double check to see if your filter window is the same as the above image.
9. Click on the X to close the filters window.
10. Choose "Yes" when it asks if you would like to save you changes.

Now you can periodically check your spam mailbox, and delete any unwanted mail.