Facebook Messenger unspam conversation

I have a similar setup and never had problems marking messages as spam.

I am sure mark as spam doesn't work that way.
Google can keep a track that you have enabled auto forwarding, and any emails that you mark as spam will be registered against the original sender and not your email ID.
Mark as spam is a one step process and if you ever mark a mail that you specifically sent from B to A you will never see another email from B. So don't worry and keep marking mails as spam if you feel so.

Okay, this question is still getting a lot of views so I figure it's a good idea to post up the solution for my case at least.

What was happening, is regardless of my Gmail settings, Windows Live Mail was taking over and moving emails back into my spam, even if I used the "Never send to spam" filter as recommended by AI E.

To this this, I took the following steps:

1. In Windows Live Mail click the Tools menu, and then click Junk e‑mail Options.

2. Select the protection level you want. In my case I did No automatic filtering which just lets Gmail manage the spam folder entirely on it's own.

More info here: http://windows.microsoft.com/en-gb/windows-vista/block-spam-and-other-unwanted-e-mail

Hopefully other people find this useful too.

It sounds stupid but I just never thought for a second that Windows Live Mail would so aggressively manage my spam folder, particularly not to constantly move any mail back to the spam after I've flagged it as safe.