The following steps will find E-mails that Gmail marks as spam and prevent it from going to the Spam folder. This will then allow your desktop client to download the e-mails.
On the upper right, go to Gear icon > Settings
Go to Filters tab
Click Create a new filter at the bottom
In the Has the words field, enter is:spam
Click Create filter with this search
Click OK
Check on Never Send it to Spam
Click on Create Filter