The first step is to see why a message was or wasn't moved to the spam folder. There is a button in Spam Bully called message details. Message details will explain why a message was categorized the way it was. This will help you determine what adjustments need to be made to the filter to fix this problem.
(NOTE: Message details must be selected BEFORE hitting the spam or not spam buttons to understand why a message was miscategorized)
Friends are sometimes are incorrectly categorized as spam. This is especially true when you first install the filter and it is learning your email habits. There are a couple of ways to fix this problem.
1. If the message always comes from the same user or company, consider adding the user or entire company domain to your friends list. The easiest way to do this is by selecting the message and selecting the appropriate option from the "not spam" menu button.
2. Also you can retrain your filter. Use this as a last resort, but it may help particularly if you have a lot of messages that are incorrectly categorized. See this link for more information. http://www.spambully.com/sb2help/index.php?page=index_v2&id=63&c=7