In order for SpamDrain to filter your e-mail before it reaches your domain's e-mail servers the domain's MX records in the domain name system (DNS) must be changed. Every domain which has e-mail addresses must have MX records listing the names of the e-mail servers which handles incoming e-mail for the domain.
E.g. if you send an e-mail to john@example.co.uk the server you are using for outgoing e-mail will look up the names of the servers handling incoming e-mail for example.co.uk. The outgoing server will try to contact these in turn. The first one which responds will be used to deliver your e-mail message.