Well, I guess you're all running IMAP, right? If you're POP, then that "marking as spam" does not really do much.
Secondly, there is something about SpamAssassin, I seem to recall reading somewhere, where it actually does not learn from user-submissions by default.
I could be wrong, wrong indeed, but I do not remember. Perhaps ask here in the forums for more information.
Alternatively —*employ Mail's Best Friend - Resources for Email Security to help you out...