Of course you can use OE with Spam killers… but you must have the correct configuration of the email accounts. Both SpamPal (the best for Culpeper and bbfi, another avast experienced users) and Spamihilator work great. Mailwasher does a great job for just one email account. The three are for free. More suggestions you will find here at section SPAM Tools. Other suggestions in these forums:
http://www.avast.com/forum/index.php?board=1;action=display;threadid=2145;start=msg14901#msg14901
http://www.avast.com/forum/index.php?board=1;action=display;threadid=2092;start=msg14486#msg14486
http://www.avast.com/forum/index.php?board=2;action=display;threadid=1992;start=msg13962#msg13962
http://www.avast.com/forum/index.php?board=2;action=display;threadid=1912;start=msg12746#msg12746
For Spamihilator at POP3: 127.0.0.1&username#pop3server
and at SMTP authentication: #smtpserver
I posted a complete configuration for it here. Enjoy ;D