Microsoft released a little addin for Outlook which you can use to forward junk mail not caught by the builtin filter to them for analysis (and hopefully improving the filter):
"The Junk E-mail Reporting Tool submits e-mail to Microsoft when you explicitly choose to do so. If you receive a junk e-mail and want to report it to us for analysis, first select the e-mail in Outlook and then click the junk e-mail button on your tool bar. You will see a pop-up window asking whether you want to report the selected e-mail to Microsoft and its affiliates. When you click “Yes” to confirm that you’d like to report the selected e-mail as junk e-mail, the junk e-mail will be deleted from your Inbox and sent to FrontBridge, a Microsoft company, for analysis to help us improve the effectiveness of our junk e-mail filtering technologies."