If you're using Thunderbird to access your emails, I assume you're picking up your messages via either POP3 or IMAP directly from your 'provider mail server'. In which case you would need to position your mail filter to operate in front of your mail server, not between your mail server and your clients. Spam and viruses should be stopped before they reach the mail server at all, so you would need to position your mail filter so that it received all your inbound messages and then passed on the filtered emails to the mail server. This may mean having to bring your mail server in-house. If that isn't an option, then there are paid-for mail scanning services, such as Messagelabs, which will handle all your spam/viruses for you. You'd just need to amend your MX record to point to the Messagelabs system and they would forward the filtered mail to your hosted server.
If you do host a mail server in-house, you can install the Mailscanner package on your firewall, but from what I know this particular package is quite CPU-intensive and could cause your firewall some problems if you process a lot of email. In my own opinion, you'd be safer running it as a separate system, with your SMTP traffic port-forwarding to the Mailscanner server and it, in turn, passing on the filtered mail to your internal mail system.
