I have run the Antair Spam Filter for the last couple of years, the last 18 months on a Bold 9000 (am now running it on a 9700). I have never seen what you describe but have a guess:
Do you have Hide Sent Messages set to Yes?
The reason I ask, is that the Antair Spam Filter, when your restore a message from the SpamBox, does not actually move the message back into your Inbox. It does move it to your mail folder, and it LOOKS like it's in your Inbox, but it actually has a Sent Mail (Outbox) flag on it. At least, this is how it used to work. You can tell that it's not a normal Inbox message, because if you reply to one of the restored messages, you get an error message (Red X) -- the exact text or description escapes me now.
Anyways, my thought in your case is that if you have Hide Sent Mail set to Yes, you can't see that it's unread nor read it or delete it because it's hidden. And that will keep your New Message indicator showing.
(If you don't have sent mail hidden, there goes my theory).
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