You don't. You'll need to set up your filtering from whoever (ISP) you're getting your mail from (google/yahoo)
Check the FAQ section, there is a thread on filtering Gmail.
Posted from my CrackBerry at wapforums.crackberry.com
...when you use Gmail or Yahoo Mail you will already have the spam filter from their mail service. If you still receive too much spam email then you won't find any solution for the BlackBerry that will be better.
Another challenge for many people is if you download it from an email account that is not running on a server without pre-installed spam filter (i.e. your own email server). In this case you can solve the spam problem by forwarding the emails to a Google account and then setting up the BlackBerry email account with the Google email adress instead of the non-spam filtered adress.
