You have not said what type of isp you are using, such as aol.com, hotmail.com, yahoo.com etc. However if you are using any of the above or common email isp's, each isp have some type of filter on it. You have to go to the webserver and adjust it there, then when you sue outlook express, the unwanted emails will go to your bulk mail folder.
Also go to this link and read these suggetions of setting up your outlook express so that you don't download any viruses
Are there any new programs out there that block unwanted email? I'm tired of pitches for viagra, rolex watches, larger body parts, etc. I have used the block message feature in Outlook Express but there are soooo many sources of bogus adds that it's like trying to hold back a title wave with a fly swatter!
OS... WINDOWS ME... USING OUTLOOK EXPRESS with Internet explorer 6 ( I think )