Help with mail filtering

I am using 7.4.2-RELEASE 106. My host will give me shell access on a shared server. I am having problems with the mail filtering???? It seems all I have the ability to do is forward an email to another email address at least this is the only thing that I know is working... I have tried to pipe emails to a script will no luck also have tried to put a filter in the main account to delete the emails if they have "XXX" in the header and cannot get this to work either. I have went in and looked at the file /etc/valiases/mydomain.com and the filter rules are writing there and look ok. I did notice that I do not have a vfilters folder in my username/etc folder I have seen this mentioned in other threads. Could this be my problem? Any help would be really great. I am using around 100 megs of bandwith a day due to bounced emails I have to pull down off the server. Glad I not on a dial up.... I would have been out of disk space 2 days ago....

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