What version of TB are you running? I dont have that as an option in Tools at 126.96.36.199?
Tools>Options>Privacy>Junk allows you to set what you want to happen
Tools>Account Settings>Junk Settings allows you to set for each account
Once they are both setup you should start to train the filter.
Or you mark mesages as junk in your inbox and then
Tools>Run Junk Mail Controls on Folder will do what you have set up previously