Exchange 5.5 and anti spam

Im registring a domain in France – One of the prerequsites is that the mail server for the domain does not forward spam. I need to know how to do this. Ive checked “do not reroute incoming smpt mail” in the IMC but that doesnt work. I think i need to somehow close port 25 to external connections, but still allow mail to reach the server. How do I do this?… and how do I set up the exchange machine to recieve mail for the new domain (It will serve 2 domains. @ABC.com and ABC.fr)