From your logs we see several entries like the following:

02/12/06 06:42:18:305 -- (756) Exception occurred during TDeleteExpiredQuarantineThread.Execute: [Microsoft][ODBC SQL Server Driver]Optional feature not implemented

From the error there seems to be a problem with the ODBC provider for SQL you're using, possibly because it is a very old version. Another possibility is if you're using MSSQL 2005, and again the ODBC driver was not updated.
 
Can you please make sure you're using the newer OLE DB drivers rather than the older ODBC ones? The simplest way to proceed is to use a UDL file (Microsoft's Universal DataLink) to define the connection to SQL server. In the SpamFilter\database directory you'll find several .UDL files for each database platform. Please double-click on the one for SQL Server, SpamFilterMSSQL.udl. The correct OLE DB Provider (not using ODBC) should already be selected in the "Provider" tab. In the connection tab, simply enter the name of your SQL server, and the username/password for the SpamFilter database. Click on "Allow saving password" to store the password in the udl file, then select the SpamFilter database. Click on "Test Connection" to ensure the UDL file works.
 
Now in SpamFilter, under the "Settings - Quarantine DB" tab, click on the "..." ellipse button to select a Connection String. In the box that follows, select "Use Data Link File" and select the SpamFilterMSSQL.udl you customized before.
 
Please let us know if that helps any.
 

Yes, it may take longer than usual as there are probably lots of old messages to delete, but it should be handled automatically as soon as the error disappears.

We had a problems with our MySql database also -- we also updated the ODBC drivers and added a solution of our own brew see the post Our MySQL database diet