DSPAM is not quarantining messages

Hi there, 

Just got the DSPAM 3.9.1 RC1 installed and forwarded a couple of spam
messages through it. Then, in the web GUI I marked them as SPAM and sent
them through again to see whether or not they really are recognised as
spam. All is good, however, despite of the fact I have got:

Filter sensitivity during the training period: Catch SPAM (More in
Quarantine)
When a SPAM message is identified: Quarantine the message

the SPAM messages are not quarantined (the quarantine is empty but the
history says "Quarantined") and being forwarded to my email box in
Exchange respectively.

Why are they not retained and where can I set it?

Cheers,
Peter

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