[Spambayes] _pop3proxyspam.mbox on XP Desktop ??

[Mark McClurg]

I have just installed spambayes for use on XP with Outlook Express.  
I've run a few emails through for training, and all appears operational 
- I'm excited to have this program to decrease the SPAM i've been 
dealing with.

 I've one question though.  A file by the name of
_pop3proxyspam.mbox
has now shown up on my Desktop.

I don't see any reference to this file being placed in any directory, 
and I see no directory in the .ini file that I would modify to have this 
file written elsewhere.
Can someone explain what I can/should do - it's confusing with it 
visible on the Desktop.

Thanks!
Mark