Outlook Express is just not really equipped for this sort of thing, so rather than pile on a bunch of extra programs which may interact in strange ways with one another, you might try something else. Can't count the number of times people have installed a popup blocker for Internet Explorer, and then couldn't figure out why they weren't able to open new windows and other little quirks suddenly started appearing.
Mozilla Thunderbird has a number of great anti-spam features. It has an adaptive spam filter, you can limit or disable HTML in messages, you can block scripts, cookies, use of plugins, and loading of remote images in messages. All of which are common ways spammers will check to see if an address is valid. With Outlook Express, the best you can do, is hand create the spam filter or use some program to create it. You won't find much for the other spam combatting methods.
And if you like Thunderbird, you'll probably love Mozilla Firefox, the web browser cousin of Thunderbird. Even when IE7 is released, it will only be catching up to some of the features Firefox has had for quite some time now. Including tabbed browsing, RSS feed support, etc. You can get them all today, and insulate yourself a bit more against IE exploits.