Mail Marked as 'Not Junk' still being delivered to junk folder

OK, this is driving me insane.

If I receive mail in my junk folder and it's a valid email, I mark it as 'not junk', read it and either save it to another folder or delete it. However, the next time I get mail from the same sender, it's sent to my junk folder but not marked as junk.

How the heck do I get the mail program to start delivering mail I've marked as 'not junk' to go to my inbox?