If your Microsoft Exchange server has the built in content filter enabled, it will inhibit the delivery of quarantine reports. To correct this problem, add
noreply@spamhero.com
as a sender exception as explained here (external article):
http://technet.microsoft.com/en-us/library/cc526548.aspx
Note: If you're a reseller, the address to add is noreply@[YourResellerDomainHere]
.