Looking at /var/log/messages, I noticed the following:
[code]Feb 10 10:58:26 mail spam_hook: unable to open configuration file /etc/psa/psa.conf: Permission denied
Feb 10 10:58:26 mail spam_hook: unable to open configuration file /etc/psa/psa.conf: Permission denied[/code]
This is a bug introduced in one of the Plesk 9.2.* hotfixes / patches.
The problem was causing spam to not be automatically deleted (even when told to, after being marked as spam).
Seems the directory /etc/psa had the wrong permissions, a fix was found on the parallels forums, and involved simply chmod-ing the directory /etc/psa to 755 – this fixed the problem.
[code]chmod 755 /etc/psa[/code]