[exim] spam in attachments

We have noticed a significant amount of spam that is included in .gif
attachments but is not caught by the spam filters. The policy is to deliver
spam, but tag the Subject line.

We run Exim, MailScanner, SpamAssassin, Sophos. I understand that FuzzyOCR
can add value but there are many dependencies for that installation. I am
interested to hear how other sites deal with such attachments.

Thanks
Judy Angel
University of Hertfordshire