SaneSecurity signatures are not for spam control. They are additional antivirus/antimalware signatures that can utilized by ClamAV.
Spam control is is done using the built-in Spamhalter or a third party app like POPFile. Both utilize bayesian filtering through which incoming mail passes. Both add a header on which you can filter. Both must be trained.
I can't recommend one over the other because I've only used POPFile but my sense is that both are equally effective. SpamHalter is built-in so is the logical one to utilize. Support is available on this forum.
Edit: Correction... Support is available on the Mercury Community Support forum
Also, There is a guide to SpamHalter available here: http://www.vandenbogaerde.net/pegasusmail/pf_sh_index.html. It is based on the Pegasus Mail helpfile but is applicable to Mercury in most respects.