[Spambayes] New to spambayes

[Gale Wood]

 HI, I am new to the product and I am having trouble setting up.
am using WinME with outlook express. I downloaded the correct version adn
installed per instructions than I transfered some spam into the spam folder
waited a couple of days and transfered some more. I am still waiting for
this thing to work. I loaded localhost as instructed Loaded POP3 as
instructed.
What is meant by mbox or dbx file? Do I have to rename file extensions?
In find message should I leave the setting as SpamBayesID or switch to
Message headers?
Also I find the instructions somewhat confusing. I can find my way around a
computer but I found the instructions quite techie. They could be a set up
for the non-tech inclined without much trouble-just a thought .
Cheers
Gale