Exchange 2007 has no catch-all functionality enabled by default, you even require a dedicated edge-transport server and explicit configuration for this to work... (
http://social.technet.microsoft.com/forums/en-US/exchangesvrgeneral/thread/c8fba4d7-4ddb-40ec-b77e-d198da86173f/)
I'm not sure what your antispam service is based on to report this, but unless you enabled it explicitly, you will not have a catch-all setup on Exhcange.