Oliver,

Is this happening with EVERY message or just a handful? If this is every message, please contact our support department as some further investigation will be needed. 

If this is happening with just a handful of messages, are you sure no one marked the message as junk? How often does this happen?

An FYI: Bayesian DB is stored in flat files in the config folder. The file names look like HamWords_XXX.dat and SpamWords_XXX.dat. If you think Bayesian has somehow gotten corrupted, you can remove these files and configure your Basyesian run in "learning" mode. This will reset the Bayesian on your end.