I'm not familiar with sendmail so I can't help you with any configurations but I can try to point you in the right direction (I hope
it sounds like you are directing all your mail to go straight to your mail server first. So nothing is passing through the spam server. You must direct port 25 on your router to point to the spam server and configure the spam server to relay your mail to the mail server. Not sure if your spam server is configured as a router or not. But regardless, the general idea is that incoming and/or outgoing mail must be routed to the filtering server first before it reaches the mail server.
Hope that helps.