But, spamassassin works on a mail server, but is it then possible to setup a server myself, wich collects the mail from my other mail accounts, and then processes them here localy? (the server my mail is on now is my ISP's) Is there any other solutions (preferably local)
You can use fetchmail (comes with Fedora) or getmail (http://www.qcc.ca/~charlesc/software/getmail-4/) to retrieve mail from remote servers and deliver it locally.
Paul.