Once in webmail, click on the check mark next to each junk message.  Then pull down the "-Select Folder-" menu and select "Report Spam."  Then click on the "Move to..." button. The Move To icon looks like: This will move the messages to your "Report Spam" folder where they will be used to train your Junkmail filter.

Related Topics include: Hosting Frequently Asked Questions, TSP Email and Web Hosting, Spam Filtering.