Hallo dhgold22!
Every Spamfilter has to scan the mails themselves in order to be able to make a decision (classify) if it is Spam or Non-Spam. This is unavoidable. If you already have 2500 Mails on your Mailserver before you start runnin Spami then it will have to go through these "old" messages once but only once, so it shouldn't be that big of a problem.
The timeout is a common thing, especially with a huge amount of mails sitting on your Mailserver and waiting to be classified.
The are two different timeout settings that are important here.
The one in Thunderbird and determines how long Thunderbird will wait for Spami to hand over the Non-Spam. Simply (Thunderbird 3 doesn't offer easy access to this function anymore, but
it's doable) increase this value
The other timeout setting is in Spami, see the
WIKI-entry for further information.
Don't get too upset about these timeouts, it's not the end of the world.
If a timeout occurs Spami's caching feature should be able to pick up the loose end from the last attempt and proceed with downloading more mails.
You might get a couple of timeouts in a row to download all 2500 messages but at the end it should work and even you should be happy.

Regards,
Quellcore