David Pogue did a review of the Spam Cube, for the New York Times. Even though it says that it works with any Operating System, only Windows PCs running Outlook can train the collective Bayesian database.
I still don't know how it handles POPS and IMAPS. Also, I think that it is deceptive that they state that they filter the mail in gmail. This will only work if you use the pop3 access to gmail.