If you're not part of the solution you're part of the problem.
Sound familiar Charlie Brady?
Everyone else who answered has been so helpful. I don't know if it's a bug - it seems weird that so very few people are experiencing it if its a bug. Or maybe less people are using SME than I thought?
Don't get me wrong, I'm very happy with SME. I've used it for probably 5 years or more now, and it's the first time it's done anything weird. We didn't used to have spam filtering - it's funny how you only miss something when it's gone!
Ray, Brian and any others, if you want to continue advising me, I'll follow. I've got a working SME machine (my old server) running now, so I can experiment further with the problem machine, and I'm grateful for what I've already learned from you guys.
I assume that we can continue posting here, as long as we don't break any rules over decency, swearing etc.