Q: disappearing junk mail

Hello all, my question concerns having all @me.com junk email being stored on the icloud.com server. Now, I want this to happen, but can't seem to make it work properly. By using this guideline : http://support.apple.com/kb/HT4911, finishing the final step removes all junk email from my own email app, until I uncheck the box again.

    Is there a way to have all my junk email sent to the Icloud.com server without it deleting it all on my email app?

Thanks!