The new update to MobileMe’s Mail application includes several welcome improvements, but one improvement you can’t turn off — junk mail filtering.
Apple now automatically filters junk mail at the server level for you, with no way to turn this off. A new folder called “Junk” is created and Apple dumps mail the server believes is spam into it. Delete the folder and it gets recreated whenever you receive a new message Apple thinks is junk. There is a long discussion concerning this on Apple’s Forums.
I use the excellent SpamSieve and don’t want or need this feature.