After creating the incoming content filter, enable it on the correct incoming mail policy. Also, when you were modifying the "Block-Sender-Domains" mail policy, you should disable the anti-spam, anti-virus, and virus outbreak filters to not waste resources. So, for the "Block-Sender-Domains" mail policy click on the anti-spam link and select Disable and Submit. Repeat for the anti-virus scanning and outbreak filter. For the content filters, set it to Yes and enable the content filter that was created in Step 4, "Always_drop