Hi UD,
There are a couple of things that might help you, but ironically even though I'm posting this info here I'm also having a similar problem at the moment and will be starting a thread of my own in a moment to inquire a bit further.
The two things that have been suggested to me in the past to try to help with this, aside from Whitelisting a domain in MSFE (or in a particular user's cPanel > Mailscanner settings) are the following:
1. You might want to first set it MSFE and MailWatch can store a copy of incoming messages in quarantine so that you can use MailWatch "Operations" feature to try to "train" your Mailscanner to recognize spam / non-spam. The instructions to get that going are at
http://www.configserver.com/techfaq/index.php?faqid=6
2. After that you might want to take a look at
http://www.configserver.com/techfaq/index.php?faqid=51 - something I'm checking into again myself right now because non-spam messages are getting marked on my servers and I'm not sure why, since I've whitelisted one of the domains in MSFE and it's still get {SPAM?} tags on incoming messages.
3. This actually leads back to step 1 I just posted above -
http://www.configserver.com/techfaq/index.php?faqid=27
Apparently a combination of getting those 3 things set right and taking proper actions with them is supposed to help us with the kind of issue you're having (and a similar issue I'm having at the moment).
You should definitely get some expert confirmation though, because I'm just a regular forum user here and if I was a "guru" at these settings then I wouldn't be posting here for assistance too