Why does my MobileMe email account have a Junk mailbox?
Log into the MobileMe website and disable Junk mail filtering in the Mail preferences.

Edit:

Well, at least there used to be an option to disable Junk mail filtering. It seems that Apple permanently enabled junk mail filtering without the option to disable it about a year ago.

See here: http://www.appleinfocus.com/2010/07/cant-turn-off-mobileme-junk-mail-filtering/

Sorry to be the bearer of bad news.