Firstly you need to know what application / service is marking the email as Spam / Junk.

If it's in your Microsoft Outlook "Junk E-mail" folder... then it's most likely Microsoft Outlook making the decision.

For details on how to mark an email as "Not Junk" in Microsoft Outlook 2003, read:

• Mark a message as not Junk
  http://office.microsoft.com/en-us/outlook/HP010429581033.aspx

For details on how to mark an email as "Not Junk" in Microsoft Outlook 2007, read:

• Mark a message as not Junk
  http://office.microsoft.com/en-us/outlook/HP012300371033.aspx

For details on how to mark an email as "Not Junk" in Entourage 2008, read:

• Label a message as "junk" or "not junk"
  or select the article via http://www.microsoft.com/mac/help.mspx?app=2&qu2=junk+mail (if the above link doesn't work)

If the email is being detected as Spam prior to Outlook / Entourage downloading the download, you will need to log into your Webmail & manually mark the message as "Not Spam".

If you are using Google Apps for email, login to your email and click on the "Spam" folder to view the contents.
Then simply select/view a message, and click the "Not Spam" button.

This will train Google Apps to customise the anti-spam filter to meet your individual needs.