Ok guys I think I got it now.
I successfully uploaded my sample Eudora HAM.mbx and SPAM.mbx
files to my Westhost account and ran the sa-learn thing on them.
It was not straight forward but it seems to have run successfully.
Allow me a couple of days to continue testing and I'll post
my results and all the details of the procedure required to
do all this.
Thanks again for all the help!
The leads you provided allowed me to figure it all out