So you have become a victim of spam like so many others!! You have to get spam filter or something like mailwasher (*www.mailwasher.net).
Although it doesn't learn like other with bayesian filters. If you need spam filters that learn on their own as time goes, get K9 (*keir.net/k9.html)
You also use a mail client like Thunderbird (*www.mozilla.org) which has built in spam filters.
I personally prefer mailwasher because even if K9 (or other Bayesian apps) are 99% accurate, I can't take chances with that 1%
I don't mind seeing 100 spam mail header, but I fear losing 1 important mail.
EDIT:
I assumed its a POP3 account. If its a web-based mail like hotmail, yahoo, rediff, etc. use their spam-filter facility.