Plesk’s Spamassassin is an OK spamfighter, but it isn’t the best around. At least, not with its default configuration.
You can however, tune it further to include DNS Blacklists (or DNSBL) to make use of Spamhaus.org’s lists. You can also make it check for SPF records (the so-called Sender Policy Framework) with its senders, to make it even more strict.
These options can be found in your Plesk controlpanel, under “Server” > “Mail” > “Preferences”.
According to Spamhaus themselves, it’s advised to add the “zen.spamhaus.org” as a DNSBL address (a combination of all their major DNSBL’s). I have yet to play with the SPF-record spam protection – but I’ll make sure to write something extra about that in a couple of days.