Whether or not something is tagged as spam depends on its spam score.  You can examine the headers of the spam email to see if it did get scored, and if so, adjust your Spam Threshold to make the system less lenient when sorting emails.

You can also label the email to help the spam detection engine get a sense of your definition of spam.  To do this, you can click on the “Spam”, “Not Spam” or “Forget previous vote” links at the bottom of your emails.

Labeling the message as spam does not blacklist the sender.  It simply lets the system know what to identify as spam in the future.