Office 2003 SP1 changed the order in which messages are processed.
Before, message rules were applied before the Junk Mail Filter was applied.
Now, it is BACKWARDS.

Does anyone know a way to fix this?

Did Microsoft really change it so that the user would not be allowed to
permanently delete certain content before reaching the Junk Mail folder? If
so, Microsoft is assuming that their Junk Mail filter NEVER gets false
positives, and ALWAYS catches all spam. In that case, the Microsoft would
take away the option to automatically delete Junk Mail, and just permanently
delete it automatically at all times. Now the user is forced to look at
many junk mails that would otherwise never be seen. This change can only be
called a BUG, or at lease a SEVERE ENGINEERING OVERSIGHT. Otherwise, we can
only assume that MICROSOFT HELPS SPAMMERS, and makes it a policy to do so.
The user should at least be given the option of having Rules processed
before the Junk Mail filter.

I am quite sure that this issue is going to create a lot of very bad
publicity for Microsoft in the wake of the release of Office 2007, which is
already getting a cold reception in the marketplace.

This comes as an opportunity for VBA programmers to make a macro that
automatically runs rules on the Junk Mail folder, either on a timer or
triggered by an event.