When using Gmail with an email client via POP, spam messages are never downloaded, and remain on the server until they are removed, atask that is done automatically. Sometimes, usefull emails are labeled as spam, and of course, trashed with the rest of spam. If you don't want to enter the web periodically to check your email, then the solution is to download the spam and check it in your client application.
Enter the Gmail filters, and define a new one:
Mac OS X Hints
http://hints.macworld.com/article.php?story=20071024104204246