I haven't cracked the "Import" code yet (I don't even see "Outlook" in the list of email clients in the pulldown list); however, I did discover that if you <rt-click> on an inbox message that is marked [SPAM], you find an option - "McAfee Anti-Spam", that further allows you to "Add Friend". This seems to work, because if you set an email address as "Add Friend", then it shows up in your McAfee Friends list.
You have [SPAM] tag because McAfee scans your POP3 traffic before it arrives to Outlook.
But once messages reach Outlook, MS junk filter has priority over any other 3-party ones.
You can turn off one of the filters and see which one you like the best.
to adjust MS junk options:
In Mail, on the Home tab, in the Delete group, click Junk, and then click Junk E-mail Options.
to adjust McAfee filtering go to: