While working with Outlook Web Access (now called Outlook for Web), I noticed a nice little feature which I felt would be useful to fight the junk mail menace and reduce spam.
While handling my mail using OWA, I marked a particular mail as Junk. This messaged popped up. This way, the contents of message will reach Microsoft immediately. That will help them block similar types of mails at server level itself in future. Try it out and help fight spam.
I could not find a similar feature in Outlook full version. I am assuming that the data must be going to Microsoft if you have participated in the Customer Improvement Program.