That is not how it works, it is much smarter than that.
Run the install. Then right click Message Delivery. There will be a new tab for IMF. I suggest values of 5, Archive, 5.
Run: Net Stop MSExchangeIS & Net Start MSExchangeIS
When the first SPAM hits your server a new folder will be created under Mailroot\VS1 called UCEArchive. That is where the SPAM will get quarantined.
If you are confortable with what is being caught you can set IMF to delete instad of Archive.
There are a few freeware solutions for managing the Archived SPAM. Google and you should find something useful.
I hope you find this post helpful.
Regards,
Mark