There are programs out there to filter your e-mail that have various rates of success. I guess I'm lucky. I use Outlook Express and I don't get spam. The spam filter with my ISP must be very good. Try doing a google search for spam/e-mail filters. I'm sure others will provide names of what they use to combat this very annoying problem.
Most days we receive hundreds of email messages of no interest. Short of opening each one and requesting removal from the sender's mailing list, how can we limit unwanted messages?