Spam Assassin / Microsoft Exchange Complications

[ddew]

We have recently acquired a dedicated server which uses the Plesk interface. We purchased the SpamAssassin to go with it. The program we use for mail is Mail Enable. All are installed and running fine. My problem is, my company uses a Microsoft Exchange server, in my MX record I have set the mail to be sent to our internal Exchange Sever, but now we don't have spam protection from Spam Assassin, how can I route the Exchange Server address to go through the Spam Assassin first and then be routed to our internal Exchange Server? All your thoughts and suggestions are appreciated.