Spam, spam and more spam

I get at least 20-30 spam emails delivered through Cox mail servers even though my spam settings are set to high. Funny that my desktop  McAfee app places most of them in my Outlook spam folder. If McAfee can identify them why not Cox mail servers with maximum spam settings? I send them daily to spamreport@cox.net but I believe this to be a waste of time because the junk keeps delivering....Also should be noted that some legitimate emails do not make it through their servers and I have to use gmail accounts to get them delivered.