Many years ago I had my Thunderbird mail client set up so that when I pressed J it marked the mail as junk and moved it to the junk folder.
Now it just marks it as junk and I have to then later highlight all the junk mails, right click, and select "Move to junk again".
I have Thunderbird 2.0.0.22 and have my Junk settings set thusly:

What else do I have to do to get my mails I mark as junk to get automatically moved to the Junk folder?