When I place something in "move to junk and blacklist domain" it does not stay there.

Junk list is not working for me.  When I put something into the junk folder and do either- Blacklist domain or blacklist email-- The item does not seem to either get blacklisted or does not stay blacklisted.  Most of the items that I move to junk will comeback and show up as some of the first emails in my inbox- even when they would not alphabetically be in that position. Where does emClient sore the blacklist?  Am I somehow clearing it out when I clean out cookies? I have to move the same emails to junk day after day.  I know that it must be something in what I am doing; emClient could not be working like this for everyone or there would not be so much praise for it.  Please help???