Outlook 2003 Junkmail filter quit working

Windows XP Pro and Office 2003 with all updates,
Outlook receives email via POP3 (not via Exchange).

The Junkmail filter strangely quit working, even though the Junkmail configuration (Tool menu, Options, Junk E-mail button) has not been changed.
Nothing is going to the Junkmail folder any more.

Any suggestions?