I'm using it every day.
Look in the <Data Folder>\temp\ folder and see if you see any filter files.
I'd verify you're running B16 too and make sure you enabled the filter.
I did already have the headers downloaded which out of about 11 million new I'd guess 10 million were spam.
Not sure what this means but, the filter only applies to newly downloaded headers. It doesn't cleanup the existing stored headers.