That'll be your mail providers anti-spam service tagging them with the [SPAM] in the subject heading. The normal way it works is each mail is assessed for the likelihood of it being spam and scored out of ten, the higher the score the more likely it is to be spam, then anything with a score of (for example) 3-5 is delivered to you with a [SPAM] tag added to it, anything that scores over 5 is just deleted, anything that scores under 3 is assumed not to be spam and delivered as normal.