If you have setup your spam settings to change the subject of emails detected as spam to be: 
*** SPAM *** <original subject> 
and you have a given domain name, mydomain.com in your list of whitelisted domains, you may still see email from this domain or addresses at the domain being flagged as spam. 

This will occur in situations where the listed "from" field in the email headers does not match the actual sender of the email. 

To find the actual sender, you can view the headers of the email in various programs by clicking on appropriate tabs, or from the "View Headers"link in webmail. 

You should see something similar to the text below: 

Return-path: <mydomain.com@web100.extendcp.co.uk> 
... 
... 
... 
To: you@yoursite.co.uk 
Subject: A test email 
Reply-to: someone@mydomain.com 
From: someone@mydomain.com 

In this case, the email would appear to have come from "someone@mydomain.com", however the actual sender would have been 'mydomain.com@web100.extendcp.co.uk'. 
This is the true sender that would need listing in the whitelists.