If you have an imap server. what I have done is that I have setup two publice folders and then I use a script that I found on the internet to read and rebuild the bayes. The users copy the spam message in a SPAM folder and the ham into a NOT SPAM folder this keeps the message in tact. I subscribe them to the folder and then let the script run once a day. I am sure you could do this with exchange's public folders and then use the IMAP server port to teach bayes.
Carinus