Two points:

1: Don't use Outlook Express, or Outlook for that matter. Seriously. They are horrendously insecure, and using them is basically INVITING spam. Pick pretty much anything else you want, just so long as it doesn't have Outlook in the name anywhere. And if you ever upgrade to Vista, I'd probably stay away from Windows Mail, which is the rebranded Outlook Express.

2: I'll assume you're trying to block spammers, and I'd bet money that the reason the block senders option isn't working is because each time the address is a little different. It might be something like spam13456334 the first time and spam13456336 the next time.

Anyway, that option is going to be a very ineffectual way to block spam. There really is no good way to deal with spam, otherwise someone would have come up with it by now. Every method of combating spam has its own set of drawbacks.

One of the best, IMO, is still reactionary by nature, but at least it's automated so it doesn't really require a huge amount of effort on your part. Some email clients, such as Mozilla Thunderbird, have adaptive junk mail filters. Basically they "learn" over time to tell what is and isn't spam as you "train" them. After enough time goes by, they should reach efficacy rates exceeding 90%. You still have to download the spam, and there are options available for trying to delete spam off your ISP's mail server before you ever download it, but I always worry it'll delete some important message. It's your call what you want to do in your situation.

The only real way you're going to essentially eliminate spam, is by abandoning your current email account and getting another. Then ONLY giving that address out to a very select few people. The more people who know your address, the more likely you'll start getting spam. You will still get some random bits of spam here and there where basically some spammer has a program that churns out just about every possible email address and sends spam to it. Also, NEVER respond to spam, even if there's some link or something that says to unscubscribe click here, etc. It's best if you don't load images by default, or let scripts be run in messages, since these can be used to alert a spammer that your address is active. If you think some message is spam, then delete it without ever opening it.

So, quick recap:

1: Don't use Outlook or Outlook Express
2: There's no good way to deal with spam, but there are better ways than the block sender method you're attempting