Lots of spam getting through

Lots of spam getting through

I have a basic (free) Zoho account with anti-spam activated. I pick up my mail using POP on my iPhone.

I'm getting a lot of spam, along the lines of "Future Gadgets", "Celebrity Doctor Tips", "Parceiro OfertaMail", and other goodies from Brazil.

Why? What am I doing wrong? Shouldn't Zoho's spam filters be filtering out this garbage?

Help with this would be much appreciated, thanks.