@Tony: I believe you can use the setup method that Zach has outlined, combined with enabling spam checks on the SMTP side:
When setup with SMTP scanning under Settings>Antispam>Spam Checks, the spam checks will be done during the SMTP phase, before delivery, and should help cut back on how much spam ends up being forwarded to the other server. I hope that helps :-)
Kyle Kerst
Lead Internal Network/System Administrator
SmarterTools Inc.
smartertools.com