SPAM Filtering

We currently POP our email from a hosting company. They do some SPAM filtering but a lot still gets thru. I know Exchange has a feature that can be setup to POP the email and then distribute it to the users. That way you can put SPAM filters on it for filtering. However, we are on a very tight budget and was wondering if anyone is doing this sort of filtering with an open source product like Postfix, Sendmail, or whatever. Or, if someone has different idea. Thanks, Aaron