The "Deliver or discard spam messages" setting pertains to whether the email server will deliver or discard an email message that has been identified as probable spam. By default, this value is set at "deliver".
You are able to "discard" messages ONLY if your spam threshold score is 7.0 or greater. If you attempt to "discard" at a lower threshold score, your setting will be automatically switched to "deliver". Because the spam service is not 100% accurate in idenfying what you personally view as spam, if you select "discard" there is a small chance that the server might discard an email message that you would not consider spam. This is why we recommend that you leave the setting as "deliver" and manage spam message with your email client.