...There was a recent update to the junk email filter - might be worth a look through this MS Article
Thanks for your help.
I have both my Windows 7 and Office 2010 updated, and this update is installed even though I was not aware of.
Coincidence or not, the junk mail filter stopped working quite recently.
Maybe this update (or some of the others downloaded at the same date) is(are) responsible for the problem.