Why do emails marked "Spam" go into my Inbox and not my Spam box?

Seriously. Why is it that this email, clearly marked as spam ends up in my inbox? Is there any way to get rid of this? It's driving me crazy! HELP!

EDIT:

Why I love digg.com:

I posted this on digg, and within 7 minutes I had my answer - within 11 minutes I had someone calling my question "brain dead". But I did receive the answer within 7 minutes.

Booyah!