Dealing with SPAM e-mail is a real hassle. Dealing with SPAM e-mail as a mailing list owner is an even bigger hassle. Here are some tips for dealing with SPAM e-mail on mailing lists using the Mailman software package.
Unless you are making your users as well as yourself miserable, you’ve probably set the “Action to take for postings from non-members for which no explicit action is defined” to “Hold”. I believe this is the default setting for new lists.