It's probably in relation to one of your ISPs having some sort of spam flagging filter on their incoming mail servers.
It will flag messages it thinks are spam with that label so that you poor people not using an email client with an adaptive spam filter (you don't know what you're missing out on if you're using Outlook Express) can more easily weed out the spam messages. As such, there's really not much you can do besides figure out who inserted it in and complain to them.
A friend that I have received hundreds of emails from in the past sent me an email last night but this one came through with the word "SPAM" as part of the message title. That's never happened before and she certainly didn't insert "SPAM" into the title. Her email did include a personal link to another site but she's also done that many times before. I was thinking that just because the body of the email had a link in it that somehow the mail got flagged as being spam. But how or why that could be without her making changes to her settings (which she says she didn't and even if that's possible) I don't know. Anybody have an answer? She certainly doesn't want her personal emails going out with the big "SPAM" on it.

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