It appears the SPAM filters are getting smarter and because (in our case I think) the IP source of email is different to the IP range of the MX record for the domain it is marked as potentially fraudulent.
We have added the contact form name in to the address book but this has not worked. The contact form mail has been moved to the Junk Mail on the server before it reaches the client.
I am not sure how to use the SMTP server provided by Microsoft as the the email host and not the SMTP server provided by the web hosting company.
Any advice?