How does the Hotmail/Outlook.com Spam Filter suppose to work...

I signed up for a new Outlook.com account and I'm already getting spam. I'm just curious if there is any additional setup or settings I need to do to make spam filtering better?

I am considering a full time move to Outlook.com, but the only thing holding me back are my memories of the bad old days of hotmail when I had more spam than real email...