Hi,
You can install Anti-Spam agents on Hub Transport Server and it should work for you. Let me remind you Edge or some other AS Server is recommended though
Refer: http://technet.microsoft.com/en-us/library/bb201691.aspx and http://exchangepedia.com/blog/2006/09/how-to-install-anti-spam-agents-on-hub.html
Let me know
Thanks
Nitin GUpta