Cellus

Quick question - did you try sending the e-mail more than once? Did it fail multiple times?

As johnwill suggests, try sending an e-mail to someone else in the office. If it fails to go through, then the chances of it being trapped are high. If it goes through, then it probably isn't being caught. This is a good test to try before poking through settings on either the workstation or server.

A thing to note - depending on the e-mail setup, the end-user will usually never see a lot of spam they normally would get as filters can be set on the server's end. Many pieces of spam never even reach the user.