Blocked Senders feature in Outlook 2010 does not work

I have a specific blocked sender admin@domain.net listed in my Blocked Senders list, but emails from that email address still go to my Inbox instead of the Junk E-mail folder.  We use Exchange for email, and Outlook 2010 as the client.

Note: this sender is blocked for a specific sender that he configured through Junk E-mail Options in Outlook 2010, and this sender is not blocked at the server level.

I only have one account set up in Outlook.  What do I need to do to get Blocked Senders / Junk E-mail working in Outlook?

Thanks,

Elizabeth